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ryancoe / blums.py
Created February 15, 2021 15:49
Blum's test for independence
def blums(x, y=None, sig_lev=0.01):
"""
Performs Blum's test for independence.
Blum, J. R., et al. “Distribution Free Tests of Independence Based on the
Sample Distribution Function.” The Annals of Mathematical Statistics, vol.
32, no. 2, 1961, pp. 485–498. JSTOR, www.jstor.org/stable/2237758.
Parameters
----------