Published Online: 15 JUL 2005
Copyright © 2005 John Wiley & Sons, Ltd
Encyclopedia of Biostatistics
How to Cite
Wilcox, R. 2005. Kolmogorov–Smirnov Test. Encyclopedia of Biostatistics. 4.
- Published Online: 15 JUL 2005
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.
- distribution function