[SciPy-Dev] scipy.stats.ks_2samp with weighted data

[Phillip Feldman]

Just out of curiosity: What is the significance of the weights?  If you are
trying to represent the fact that distributional differences are more
important in some regime than in another, e.g., you care more about the
tails, then using weights is probably not the right approach.

On Sat, Apr 21, 2018 at 4:42 PM, Corin Hoad <corinhoad at gmail.com> wrote:

> Hello developers,
>
> I recently needed an implementation of the Kolmogorov-Smirnov 2 sample
> test which required the incorporation of a weight associated with each
> element of the data.  This lead me to this stackexchange answer
> https://stats.stackexchange.com/questions/193439/two-
> sample-kolmogorov-smirnov-test-with-weights where a procedure for a
> weighted 2-sample KS test is taken from Numerical Methods of Statistics by
> Monohan.
>
> My current implementation of this can be found here:
>
> https://github.com/brunel-physics/tact/blob/2b0ee2a28a30f014b103319118b64b
> e52070f001/tact/metrics.py#L198
>
> Would there by any interest in incorporating this functionality into scipy?
>
> Yours,
>
> Corin Hoad
>
>
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