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Use distribution distance as a likelihood statistic (Anderson-Darling, Wasserstein, Energy)? #459

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@Gabriel-p

See about using the A-D test as a likelihood. Questions:

  1. Is this a valid likelihood?
  2. Does it also fit for the number of points?

Also scipy's distances wasserstein_distance, energy_distance can be used

Related:

How to find out if two datasets are close to each other?

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