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cmtest2(x1 , x2 , alpha) CMTEST2 Two-sample Cramer-von Mises goodness-of-fit hypothesis test.
rejection_rate=comparison_of_... this demo generates L samples of two normal random variables with mean mu
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Two sample Cramer-von Mises hypothesis test

15 Dec 2006 (Updated 16 Nov 2011)

A non parametric test to determine if to independent samples were drawn from the same distribution.

File Information
Description	This was inspired by kstest2 from the matlab statistics toolbox. Works from medium to large sample sizes, look at the references in the code.
Required Products	Statistics Toolbox
MATLAB release	MATLAB 7 (R14)

Comments and Ratings (10)
05 Aug 2007	patrick li	thank you it is exactly what i want
03 Jan 2008	Min Lee	Thank you~
11 May 2008	Negar M	Very useful and clear to understand. Thanks very much.
26 May 2009	Juan Cardelino	thanks for the feedback guys. ive expanded the documentation and corrected one bug with the boolean output. let me know if you find something else.
17 Oct 2009	Soma	I think, the problem is not with reversing the boolean decision. The tables in reference (2), what is given is the CDF. So, the p-value is 1-p(T<T), where T is the observed/computed statistics. I think, the p-value is actually 1-pValue* where pValue* is what is currently computed this function. Please let me know if I am wrong
25 Dec 2009	priya priyal	hi juan, Thanx, it is very useful. the hypothesis is computed as "not(alpha>pValue)", is this correct? i suppose it should be "H=(alpha>pValue)"
29 Dec 2009	Siavash Jalal	I think Soma is right. pValue should be 1-pValue. Then we reject H_null when alpha > pValue.
30 Dec 2009	Juan Cardelino	Yeah, someone pointed this out earlier too. As soon as I get time I will check it, and provide a test sequence too. Thanks guys for the feedback.
16 Nov 2011	Juan Cardelino	I've uploaded a new and improved version. Corrected a bug in the rejection rule, as pointed out in the comments. Now it works as intended. Added an example along with an extensive test and a comparison with the Kolgomorov-Smirnov test provided by Matlab.
18 May 2012	Ipek	Thank you so much, works great.

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Updates
09 Jan 2007	Description was incomplete.
26 May 2009	The boolean output of the test was reversed. Although the probability was correctly computed, the test rejected the null hypothesis when it had to accept it and vice versa.
16 Nov 2011	Corrected a bug in the rejection rule, as pointed out in the comments. Now it works as intented. Added an example along with an extensive test.
16 Nov 2011	Corrected a bug in the rejection rule, as pointed out in the comments. Now it works as intented. Added an example along with an extensive test and comparison with the Kolgomorov-Smirnov test.

Tag Activity for this File
Tag	Applied By	Date/Time
statistics	Juan Cardelino	16 Nov 2011 11:56:58