Kolmogorov–Smirnov test

The Kolmogorov–Smirnov test is a test from statistics. This test is done either to show that two random variables follow the same distribution, or that one random variable follows a given distribution. It is named after Andrey Kolmogorov and Nikolai Smirnov.

Kolmogorov–Smirnov Test Media

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  Illustration of the Kolmogorov–Smirnov statistic. The red line is a model CDF, the blue line is an empirical CDF, and the black arrow is the KS statistic.

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  Illustration of the Kolmogorov distribution's PDF.

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  Illustration of the two-sample Kolmogorov–Smirnov statistic. Red and blue lines each correspond to an empirical distribution function, and the black arrow is the two-sample KS statistic.