Kolmogorov-Smirnov Test

BITS Pilani Dr. Jajati Keshari Sahoo

Department of Mathematics
K K Birla Goa Campus

BITS Pilani, K K Birla Goa Campus

Kolmogorov –Smirnov Test

BITS Pilani, K K Birla Goa Campus

Empirical Cumulative distribution function

BITS Pilani, K K Birla Goa Campus

Kolmogorov –Smirnov Test

BITS Pilani, K K Birla Goa Campus

Kolmogorov –Smirnov Test

BITS Pilani, K K Birla Goa Campus

Kolmogorov –Smirnov Test

BITS Pilani, K K Birla Goa Campus

Kolmogorov –Smirnov Test

BITS Pilani, K K Birla Goa Campus

Kolmogorov –Smirnov Test

BITS Pilani, K K Birla Goa Campus

Kolmogorov –Smirnov Test

BITS Pilani, K K Birla Goa Campus

 Main Theorem
Statement:
Let ( x1 , x2 ,, xn ) be a random sample from X with
CDF F0 . Suppose there are r ( n) disctinct values
and arranged in ascending order as ( y1 , y2 ,, yr ).
Then the observed values of Dn is

Dn  max max | Fn ( yi )  F0 ( yi ) |,| Fn ( yi 1 )  F0 ( yi ) |

1 i  r

with Fn ( y0 )  0.

BITS Pilani, K K Birla Goa Campus

Kolmogorov –Smirnov Test

BITS Pilani, K K Birla Goa Campus

Kolmogorov –Smirnov Test

BITS Pilani, K K Birla Goa Campus

Kolmogorov –Smirnov Test

BITS Pilani, K K Birla Goa Campus