A nonparametric test for the general two-sample problem

For two independently drawn samples of data, a novel statistical test is pr oposed for the null hypothesis that both samples originate from the same po pulation. The underlying distribution function does not need to be known bu t must be continuous, i.e., it is a nonparametric test. It is demonstrated for suitable examples that the test is easy to apply and is at least as pow erful as the commonly used nonparametric tests, i.e., the KolmogorovSmirnov , the Cramer-von Mises, and the Wilcoxon tests.