Permutation tests for equality of distributions of functional data
提出一种置换检验方法,用于检验多个随机过程是否生成相同的函数型数据,并通过蒙特卡洛实验和天然气定价实验验证其有效性。
Summary Economic data are often generated by stochastic processes that take place in continuous time, though observations may occur only at discrete times. Such data are called functional data. This paper is concerned with comparing two or more stochastic processes that generate functional data. The data may be produced by a randomized experiment in which there are multiple treatments. The paper presents a method for testing the hypothesis that the same stochastic process generates all the functional data. The results of Monte Carlo experiments and an application to an experiment on pricing of natural gas illustrate the usefulness of the test.