For two p-dimensional data sets, interest exists in testing if they come from the common population distribution. Proposed is a practical, effective and easy to implement procedure for the testing problem. The proposed procedure is a permutation test based on the concept of the depth of one observation relative to some population distribution. The proposed test is demonstrated to be consistent. A small Monte Carlo simulation was conducted to evaluate the power of the proposed test. The proposed test is applied to some numerical examples.
"Depth Based Permutation Test For General Differences In Two Multivariate Populations,"
Journal of Modern Applied Statistical Methods: Vol. 3
, Article 6.
Available at: http://digitalcommons.wayne.edu/jmasm/vol3/iss1/6