Testing Equality of Distributions of Random Convex Compact Sets via Theory of 𝕹 $\mathfrak {N}$ -Distances

This paper concerns a method of testing the equality of distributions of random convex compact sets. The main theoretical result involves a construction of a metric on the space of distributions of random convex compact sets. We obtain it by using the theory of 𝔑 $\mathfrak {N}$ -distances and the redefined characteristic function of random convex compact set. We propose an approximation of the metric through its finite-dimensional counterparts. This result leads to a new statistical test for testing the equality of distributions of two random convex compact sets. Consequently, we show a heuristic approach how to determine whether two realisations of random sets that can be approximated by a union of identically distributed random convex compact sets come from the same underlying process using the constructed test. Each procedure is justified by an extensive simulation study and the heuristic method for comparing random sets using their convex compact counterparts is moreover applied to real data concerning histological images of two different types of mammary tissue.