Comparing Two Samples
Overview
When comparing two samples, it is often useful to know if the samples are drawn from the same distribution, or at least
if the two different distributions have the some of the same
moments.
Normality Assumption
A comon assumption for an unknown distribution is the
normal distribution.
This is often justified by the law of large numbers or the maximum entropy property.
- Test Means - assumes that the two samples are drawn from populations with the same variance,
but possibly different means.
