Re: Statistical test for equality ?

[pathematica]

This answer is based on fading memory of something learned in a course taken
long ago and not subsequently used so please excuse its vagueness. I would
have to revise the method to be more specific. 

If your model assumes that each pair of component vectors have been drawn
from the same distribution, then I think you need to use the likelihood
ratio test. 

Wikipedia page <http://en.wikipedia.org/wiki/Likelihood-ratio_test>  

The test statistic raised by this method follows a chi-squared distribution
(with the appropriate number of degrees of freedom). I note that someone has
already suggested a chi-square test (which is sort of not surprising because
you imply Gaussian noise, which has a distribution that belongs to the
exponential family). 



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