A Primer on Nonparametric Analysis, Volume I


Goodness of Fit for Two Samples

Kolmogorov–Smirnov Two-Sample Test

The Kolmogorov test of goodness of fit was introduced in Chapter 1, where it was noted that the modifications to the test by Smirnov, Lilliefors, and others are used more commonly for goodness of fit tests for a single sample rather than the original version of the Kolmogorov test. An advantage of the Lilliefors modification is its ability to replace the population parameters for the mean and standard deviation with their sample statistics.

The Kolmogorov–Smirnov test is equally capable of testing the equality of the distributions of two populations, making the test a two-sample test. The procedure can also be used ...

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