Kolmogorov‐Smirnov Test: Basic
Rand R. Wilcox
Abstract
Rand R. Wilcox
Abstract
Abstract This is a distribution‐free method for comparing two empirical distributions, based on the largest vertical distance between the two cumulative distribution functions. The Kolmogorov test is a special case where one distribution function is known, and hence is a test of goodness‐of‐fit. Various properties, including power, are discussed.
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Abstract This is a distribution‐free method for comparing two empirical distributions, based on the largest vertical distance between the two cumulative distribution functions. The Kolmogorov test is a special case where one distribution function is known, and hence is a test of goodness‐of‐fit. Various properties, including power, are discussed.
Key concepts: Kolmogorov–Smirnov test, Empirical distribution function, Goodness of fit, Anderson–Darling test, Mathematics, Cumulative distribution function, Distribution (mathematics), Statistics