Testing Consistency of Two Histograms

Understand

Several approaches to testing the hypothesis that two histograms are drawn from the same distribution are investigated.

• We note that single-sample continuous distribution tests may be adapted to this two-sample grouped data situation.
• The difficulty of not having a fully-specified null hypothesis is an important consideration in the general case, and care is required in estimating probabilities with ``toy'' Monte Carlo simulations.
• The performance of several common tests is compared; no single test performs best in all situations.