May 2019
Intermediate to advanced
272 pages
7h 19m
English
The Kolgomorov-Smirnov Two-Sample test for comparing distributions is described as follows:

and
are the empirical cumulative distribution functions (eCDF) of the first and the second sample respectively, and sup is the supremum function. The null hypothesis is rejected at level
if the following is true:
Here, ...
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