Credal Two-Sample Tests of Epistemic Ignorance
Credal Two-Sample Tests of Epistemic Ignorance
We introduce credal two-sample testing, a new hypothesis testing framework for comparing credal sets -- convex sets of probability measures where each element captures aleatoric uncertainty and the set itself represents epistemic uncertainty that arises from the modeller's partial ignorance. Classical two-sample tests, which rely on comparing precise distributions, fail …