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twosample (nonparametric) test on quantiles
Posted:
Jan 26, 2013 8:00 AM


Hello, I have two random samples (each comes from independent, identically distributed random variables) and I need to test, whether they come from distributions which have the same p=5% quantile. What I need is some generalisation of twosample MannWhitney test on equality of medians.
I would also like to calculate nonparametric confidence intervals for empirical quantiles.
Any reference to literature and/or software implementation that would solve these problems would be appreciated.



