Why don't you use something like the Kolmogorov-Smirnov statistic
directly on the data? It seems that doing the density estimation first
may just complicate the testing.
In article <886ii3$ser$[EMAIL PROTECTED]>,
[EMAIL PROTECTED] wrote:
> Hi, a quick question:
>
> I am reading Silverman (Density Estimation, 1987), and hoping to apply
> it to some work I am doing.
>
> Let's say that I have a series of data, recurrent over several years.
> For each year, I estimate a kernel density function, and plot the
> results.
>
> Given the density functions for each year, is there a way to test if
> these density functions are statistically 'different?' ( I realize
that
> kernel density estimation is non-parametric)
>
> Any help greatly appreciated.
>
> Christopher Leslie
>
> Economic Integration Research Center
> University of Wroclaw (Poland)
>
> [EMAIL PROTECTED]
> [EMAIL PROTECTED]
>
> Sent via Deja.com http://www.deja.com/
> Before you buy.
>
Sent via Deja.com http://www.deja.com/
Before you buy.
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