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Kolmogorov–Smirnov Test

  1. R. Wilcox

Published Online: 15 JUL 2005

DOI: 10.1002/0470011815.b2a15064

Encyclopedia of Biostatistics

Encyclopedia of Biostatistics

How to Cite

Wilcox, R. 2005. Kolmogorov–Smirnov Test. Encyclopedia of Biostatistics. 4.

Author Information

  1. University of Southern California, Los Angeles, CA, USA

Publication History

  1. Published Online: 15 JUL 2005

Abstract

This is a distribution-free method for comparing two empirical distributions, based on the largest vertical distance between the two cumulative distribution functions. The Kolmogorov test is a special case where one distribution function is known, and hence is a test of goodness-of-fit. Various properties, including power, are discussed.

Keywords:

  • distribution-free;
  • nonparametric;
  • goodness-of-fit;
  • power;
  • quantile;
  • distribution function