Kolmogorov Smirnov Test. Kolmogorov smirnov test a very efficient way to determine if two samples are significantly different from each other. The kolmogorov smirnov test ks test tries to determine if two datasets differ significantly.
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Perform the kolmogorov smirnov test for goodness of fit. Technically speaking it is non parametric and distribution free. The kolmogorov smirnov k s test is based on the empirical distribution function ecdf.
Under the null hypothesis the two distributions are identical g x f x.
The alternative hypothesis can be either two sided default less or greater. Uniformity is one of the most important properties of any random number generator and kolmogorov smirnov test can be used to test it. The test is non parametric and entirely agnostic to what this distribution actually is. Technically speaking it is non parametric and distribution free.
