Kolmogorov-Smirnov Test Application in Data Analysis
1. Introduction to Kolmogorov-Smirnov Test
The Kolmogorov-Smirnov (K-S) test is a widely used non-parametric statistical method designed to compare the cumulative distribution functions (CDFs) of datasets. This test can be employed in two primary scenarios:
- One-sample K-S test : Determines if a sample follows a specified reference distribution.
- Two-sample K-S test : Compares the distributions of two independent samples.
Key Features of K-S Test
- Non-parametric nature : Does not assume any underlying distribution for the data.
- Simplicity : Easy to compute and in
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