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I need to compare the distribution (unknown) of a set of data to the distribution of another one (unknown). In particular, I want to check for equality of the two distributions.

What are some statistical tests for this?

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    Essentially the same question as http://stats.stackexchange.com/questions/18408/two-samples-of-the-same-distribution2012-06-18

1 Answers 1

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A huge subject! The standard all-purpose test is Kolmogorov-Smirnov.

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    From your description, it is K-S that seems to fit your description best. If you are interested mainly in comparing *locations*, then Mann-Whitney is the standard non-parametric test.2012-06-27