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Kolmogorov–Smirnov test

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In statistics, the Kolmogorov–Smirnov test (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 that can be used to compare a sample with a reference probability distribution (one-sample K–S test), or to compare two samples (two-sample K–S test). In essence, the test answers the question "What is the probability that this collection of samples could have been drawn from that probability distribution?" or, in the second case, "What is the probability that these two sets of samples were drawn from the same (but unknown) probability distribution?".

Kolmogorov–Smirnov test - Wikipedia Jump to content From Wikipedia, the free encyclopedia Statistical test comparing two probability distributions Illustration of the Kolmogorov–Smirnov statistic. The red line is a model CDF , the blue line is an empirical CDF , and length of the black arrow is the KS statistic. 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 probabilit

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