Hi,
I had a question about specifying the Null hypothesis in a significance
test.
Advance apologies if this has already been asked previously or is a naive
question.

I have two samples A and B, and I want to test whether A and B come from
the same distribution. The default Null hypothesis would be H0: A=B
But since I am trying to prove that A and B indeed come from the same
distribution, I think this is not the right choice for the null hypothesis
(it should be one that is set up to be rejected)

How do I specify a null hypothesis H0: A not equal to B for say a KS test.
An example to do this in R would be greatly appreciated.

On a related note: what is a good way to measure the difference between
observed and expected PDFs? Is the D statistic of the KS test a good choice?

Thanks!
Nitin

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