The Kolmogorov-Smirnov Test for Goodness of Fit
Frank J. Massey
Abstract
Abstract The test is based on the maximum difference between an empirical and a hypothetical cumulative distribution. Percentage points are tabled, and a lower bound to the power function is charted. Confidence limits for a cumulative distribution are described. Examples are given. Indications that the test is superior to the chi-square test are cited.
Topics & Concepts
Kolmogorov–Smirnov testGoodness of fitMathematicsEmpirical distribution functionStatisticsCumulative distribution functionTest (biology)Confidence intervalAnderson–Darling testStatistical hypothesis testingProbability density functionPaleontologyBiologyNuclear Engineering Thermal-Hydraulics