A mutual information-based k-sample test for discrete distributions

摘要

The two-sample problem and its extension to the k-sample problem are well known in the statistical literature. However, the discrete version of the k-sample problem is relatively less explored. Here in this work we suggest a k-sample non-parametric test procedure for discrete distributions based on mutual information. A detailed power study with comparison with other alternatives is provided. Finally, a comparison of some English soccer league teams based on their goal-scoring pattern is discussed.