1.

What is the Kolmogorov And Smirnov Test?

Answer»

Kolmogorov-Smirnov test is used to check WHETHER 2 samples follow the same distribution.

  • x <- rnorm(50)
  • y <- runif(50)
  • ks.test(x, y)

Two-sample Kolmogorov-Smirnov test

data: x and y

D = 0.52, p-value = 1.581e-06

alternative HYPOTHESIS: two-sided

  • x <- rnorm(50)
  • y <- rnorm(50)
  • ks.test(x, y)

Two-sample Kolmogorov-Smirnov test

data: x and y

D = 0.1, p-value = 0.9667

alternative hypothesis: two-sided

If p-Value < 0.05 (significance level), we reject the null hypothesis that they are drawn from the same distribution. In other words, p < 0.05 implies x and y from different distributions.



Discussion

No Comment Found

Related InterviewSolutions