al The method used to compute the p-value, see Notes for details. The default is 'auto'. Returns ------- res : object with attributes statistic : float Cramér-von Mises statistic. pvalue : float The p-value. See Also -------- cramervonmises, anderson_ksamp, epps_singleton_2samp, ks_2samp Notes ----- .. versionadded:: 1.7.0 The statistic is computed according to equation 9 in [2]_. The calculation of the p-value depends on the keyword `method`: - ``asymptotic``: The p-value is approximated by using the limiting distribution of the test statistic. - ``exact``: The exact p-value is computed by enumerating all possible combinations of the test statistic, see [2]_. If ``method='auto'``, the exact approach is used if both samples contain equal to or less than 20 observations, otherwise the asymptotic distribution is used. If the underlying distribution is not continuous, the p-value is likely to be conservative (Section 6.2 in [3]_). When ranking the data to compute the test statistic, midranks are used if there are ties. References ---------- .. [1] https://en.wikipedia.org/wiki/Cramer-von_Mises_criterion .. [2] Anderson, T.W. (1962). On the distribution of the two-sample Cramer-von-Mises criterion. The Annals of Mathematical Statistics, pp. 1148-1159. .. [3] Conover, W.J., Practical Nonparametric Statistics, 1971. Examples -------- Suppose we wish to test whether two samples generated by ``scipy.stats.norm.rvs`` have the same distribution. We choose a significance level of alpha=0.05. >>> import numpy as np >>> from scipy import stats >>> rng = np.random.default_rng() >>> x = stats.norm.rvs(size=100, random_state=rng) >>> y = stats.norm.rvs(size=70, random_state=rng) >>> res = stats.cramervonmises_2samp(x, y) >>> res.statistic, res.pvalue (0.29376470588235293, 0.1412873014573014) The p-value exceeds our chosen significance level, so we do not reject the null hypothesis that the observed samples are drawn from the same distribution. For small sample sizes, one can compute the exact p-values: >>> x = stats.norm.rvs(size=7, random_state=rng) >>> y = stats.t.rvs(df=2, size=6, random_state=rng) >>> res = stats.cramervonmises_2samp(x, y, method='exact') >>> res.statistic, res.pvalue (0.197802197802198, 0.31643356643356646) The p-value based on the asymptotic distribution is a good approximation even though the sample size is small. >>> res = stats.cramervonmises_2samp(x, y, method='asymptotic') >>> res.statistic, res.pvalue (0.197802197802198, 0.2966041181527128) Independent of the method, one would not reject the null hypothesis at the chosen significance level in this example. r