% % Test_Statistic % % Compute the test statistics to determine whether scalar-valued samples from two distributions % are drawn from the same distribution. This must be extended for p-valued samples. % function test_stat = test_statistic(n1,n2,X,Y); sum_XY = 0; sum_X = 0; sum_Y = 0; for i=1:n1 for j=1:n2 sum_XY = sum_XY + abs(X(i,1) - Y(j,1)); end for j=1:n1 sum_X = sum_X + abs(X(i,1) - X(j,1)); end end for i=1:n2 for j=1:n2 sum_Y = sum_Y + abs(Y(i,1) - Y(j,1)); end end term_XY = (2/(n1*n2))*sum_XY; term_X = (1/(n1^2))*sum_X; term_Y = (1/(n2^2))*sum_Y; test_stat = ((n1*n2)/(n1+n2))*(term_XY - term_X - term_Y);