[R-SIG-Finance] Non-parametric tests in R

[Stefan Grosse]

On Fri, 15 May 2009 14:22:01 -0500 Subhrangshu Nandi
<nands31 at gmail.com> wrote:

SN> Lets say I have a population of 500 datapoints, which is clearly
SN> not normal. (Please see attached text file for an example
SN> population). These datapoints can be assumed to be IID. Now, I get
SN> 30 more datapoints and want to test if these have been drawn (with
SN> replacement) from the population. I'm doing the followin:

How about the Kolmogorov-Smirnov Test?
http://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test
?ks.test


Stefan