Kolmogorov Smirnov Test. The kolmogorov smirnov test is a hypothesis test procedure for determining if two samples of data are from the same distribution. K s one sample test this test is used as a test of goodness of fit and is ideal when the size of the sample is small.
The kolmogorov smirnov test is often to test the normality assumption required by many statistical tests such as anova the t test and many others. Under the null hypothesis the two distributions are identical g x f x. K s one sample test this test is used as a test of goodness of fit and is ideal when the size of the sample is small.
However it is almost routinely overlooked that such tests are robust against a violation of this assumption if sample sizes are reasonable say n 25.
This test is used in situations where a comparison has to be made between an observed sample distribution and theoretical distribution. Under the null hypothesis the two distributions are identical g x f x. The ks test has the advantage of making no assumption about the distribution of data. Otherwise linear interpolation is used.
