Compare Real Valued Random Variables

A framework with tools to compare two random variables, and determine which of them produces lower values. It can compute the Cp and Cd of theoretical of probability distributions, as explained in E. Arza (2021) <>. Given the observed samples of two random variables X_A and X_B, it can compute the confidence bands of the cumulative distributions of X'_A and X'_B (see E. Arza (2021) <> for details) based on the observed samples of X_A and X_B. Uses bootstrap and DKW-bounds to compute the confidence bands of the cumulative distributions. These two methods are described in B. Efron. (1979) and P. Massart (1990) .


Reference manual

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0.1.2 by Etor Arza, a month ago

Browse source code at

Authors: Etor Arza

Documentation:   PDF Manual  

CC0 license

Depends on stats, pracma, ggplot2, utils

See at CRAN