A nonparametric test for the general two-sample problem

For two independently drawn samples of data, a novel statistical test is proposed for the null hypothesis that both samples originate from the same population. The underlying distribution function does not need to be known but 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 powerful as the commonly used nonparametric tests, i.e., the KolmogorovSmirnov, the Cramer-von Mises, and the Wilcoxon tests.