20160124T213000Z_test_empirical_distribution_from_parent.ipynb

20160124T213000Z_test_empirical_distribution_from_parent.ipynb

TODO:

• Compare with examples from NIST:
  http://www.itl.nist.gov/div898/handbook/eda/section3/eda35e.htm
  http://www.itl.nist.gov/div898/handbook/eda/section3/eda35f.htm
  http://www.itl.nist.gov/div898/handbook/eda/section3/eda35g.htm
• Could use outlier detection to accept alternative hypothesis:
  Experiment with Bonferroni corrected p-values instead of percentile.
  http://www.itl.nist.gov/div898/handbook/eda/section3/eda35h.htm
• Value vs percentile is a percent point function:
  http://www.itl.nist.gov/div898/handbook/eda/section3/eda362.htm
• Compare to Kruska-Wallis test (combine data, assign ranks, separate, compute statistic):
  http://www.itl.nist.gov/div898/handbook/prc/section4/prc41.htm