DeconvolutionTests

Test whether two samples come from the same distribution under measurement error. More precisely:

X_i ∼ F_X

ϵ_X_i ∼ Normal(0, σ_X_i)

Xobs = X + ϵ_X

and similar for a second sample

Y_i ∼ F_Y

ϵ_Y_i ∼ Normal(0, σ_Y_i)

Yobs = Y + ϵ

Given the observations Xobs and Yobs, and the measurement errors, σ_X and σ_Y, we provide a way to test the null hypothesis that F_X = F_Y.