Kolmogorov Smirnov Test Statistic. In statistics the kolmogorov smirnov test is a nonparametric test of the equality of continuous one dimensional probability distributions that can be used to compare a sample with a reference probability distribution or to compare two samples. It is named after andrey kolmogorov and nikolai smirnov.
The kolmogorov smirnov test statistic is defined as d max 1 le i le n left f y i frac i 1 n frac i n f y i right. In statistics the kolmogorov smirnov test is a nonparametric test of the equality of continuous one dimensional probability distributions that can be used to compare a sample with a reference probability distribution or to compare two samples. F o x observed cumulative frequency distribution of a random sample of n observations.
In statistics the kolmogorov smirnov test is a nonparametric test of the equality of continuous one dimensional probability distributions that can be used to compare a sample with a reference probability distribution or to compare two samples.
The kolmogorov smirnov statistic quantifies a distance between the empirical distribution function of the sample and the cumulative distribution function of the reference distribution or. F r x the theoretical frequency distribution. And f o x k n no of observations x total no of observations. The kolmogorov smirnov test statistic is defined as d max 1 le i le n left f y i frac i 1 n frac i n f y i right.
