October 2017
Beginner to intermediate
572 pages
26h 1m
English
The Kolmogorov-Smirnov test (K-S test) is a nonparametric and statistical test, used for the equality of continuous probability distributions. It can be used to compare a sample with a reference probability distribution (a one sample K-S test), or it can directly compare two samples (a two sample K-S test). The test is based on the Empirical Distribution Function (ECDF). Let it be a random sample of size, n; the empirical distribution function is defined as:

Here, is the indicator function. If, the function equals to 1. Otherwise, the function equals to 0.
The Kolmogorov-Smirnov statistic (D) is based on the greatest (where ...
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