Kolmogorov Smirnov Test Example. The two sample kolmogorov smirnov test is used to test whether two samples come from the same distribution. Statistics kolmogorov smirnov test.
The two levels of x. Suppose we have the following sample data. Given n ordered data points y1 y2 y n the ecdf is defined as e n n i n where n i is the number of points less than y i and.
The two levels of x.
The null hypothesis is accepted if the calculated value is less than the table value and vice versa. Suppose that the first sample has size m with an observed cumulative distribution function of f x and that the second sample has size n with an observed cumulative distribution function of g x. Figure 3 kolmogorov smirnov test for example 1 columns a and b contain the data from the original frequency table. We generated 1 000 random numbers for normal double exponential t with 3 degrees of freedom and lognormal distributions.
