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What does the kolmogorov-smirnov test do?


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What does the kolmogorov-smirnov test do?
in Data Science & Statistics by Platinum (98.5k points) | 178 views

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The Kolmogorov-Smirnov test is a statistical test that is used to compare the distribution of a sample with a theoretical distribution. The test measures the maximum difference between the empirical cumulative distribution function of the sample and the theoretical cumulative distribution function. This maximum difference, also known as the test statistic, is then compared to a critical value from a table of critical values, to determine whether the sample came from the theoretical distribution.

The Kolmogorov-Smirnov test can be used to evaluate whether a sample comes from a specific distribution, such as a normal distribution. It can also be used to compare two samples, to determine whether they come from the same distribution. The test is typically used to test the normality of a sample, or to compare the distributions of two samples. It is a nonparametric test, meaning that it does not assume any specific distribution for the data.
by Platinum (98.5k points)

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