Kolmogorov–Smirnov test

Summary

The Kolmogorov–Smirnov test is a hypothesis test of whether a sample comes from a given continuous distribution. A two-sample version tests whether two samples come from the same distribution. Its statistic is the largest vertical distance between an empirical distribution function and the hypothesised cumulative distribution function, or between two empirical distribution functions. Under the null hypothesis its law does not depend on the continuous distribution being tested, so one table of critical values serves all cases. It is one of the basic tests of nonparametric statistics.