Kolmogorov-Smirnov Test

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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.
  • Rosner, Bernard. 1995. Fundamentals of Biostatistics. 4th ed. Belmont, California: Duxbury Press.
  • Sokal, Robert R. and Rohlf, F. James. 1995. Biometry. 3rd. ed. New York: W. H. Freeman and Co.
  • Zar, Jerrold H. 1996. Biostatistical Analysis. 3rd ed. Upper Saddle River, NJ: Prentice-Hall.

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