The Kolmogorov-Smirnov test tests
the null hypothesis that the population
distribution
from which the data sample
is drawn conforms to a hypothesized
distribution.
(In Prophet, the available hypothetical distributions
are: the Gaussian (normal) distribution,
the uniform distribution, Student's t distribution, the F distribution,
and the chi-square distribution.)
To properly analyze and interpret results
of the Kolmogorov-Smirnov test, you should be familiar with the following terms
and concepts:
If you are not familiar with these terms and concepts, you are advised to
consult with a statistician. Failure to understand and properly apply
the Kolmogorov-Smirnov test may result in drawing erroneous conclusions from your
data. Additionally, you may want to consult the following references:
Conover, W. J. 1980. Practical Nonparametric Statistics. 2nd ed.
New York: John Wiley & Sons.
D'Agostino, R. B. and Stephens, M. A., eds. 1986. Goodness-of-fit
Techniques. New York: Dekker.
Daniel, Wayne W. 1978. Applied Nonparametric Statistics.
Boston: Houghton Mifflin.
Daniel, Wayne W. 1995. Biostatistics. 6th ed.
New York: John Wiley & Sons.
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