Kolmogorov-Smirnov Statistics (KS)

Written by Evispot. Posted in Glossary, k.

The Kolmogorov–Smirnov test (KS) is a statistical test to check that two data samples come from the same distribution. The advantage of this test is that it’s non-parametric in nature, therefore it is distribution agnostic. Thus, we are not concerned if the underlying data follows any specific distribution.

Read more about Kolmogorov-Smirnov here

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