Kolmogorov–Smirnov test
Statistical test comparing two probability distributions
Kolmogorov–Smirnov test
In statistics, the Kolmogorov–Smirnov test (also K–S test or KS test) is a nonparametric test of the equality of continuous (or discontinuous, see Section 2.2), one-dimensional probability distributions. It can be used to test whether a sample came from a given reference probability distribution (one-sample K–S test), or to test whether or not two samples came from the same distribution (two-sample K–S test). It is named after Andrey Kolmogorov and Nikolai Smirnov, who developed it in the 1930s. The Kolmogorov–Smirnov statistic quantifies a distance between the empirical distribution function of the sample and the cumulative distribution function of the reference distribution, or between the empirical distribution functions of two samples. The null distribution of this statistic is calculated under the null hypothesis that the sample is drawn from the reference distribution (in the one-sample case) or that the samples are drawn from the same distribution (in the two-sample case). In the...
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