Kolmogorov-Smirnov Test in R (With Examples)
 KS is a non-parametric test to determine whether a
sample comes from a specific distribution and tells us
if the continuous and discontinuous components are
identical, comparing the probability test with sample
reference.
 Typically, it is employed to verify the consistency of
random integers. One of the most crucial
characteristics of any random number generator is
uniformity, which can be tested using the
Kolmogorov-Smirnov test.
 The cumulative distribution function of the reference
distribution and the empirical distributions of the
two samples are measured using the K-S Test.
K-S Test Formula
Supx: The greatest in the group of distances
Fn(x): Empiric distribution function for n id
observations Xi
Implementation of KS test using “ks. test ()”
ks. text (x, y, …, alternative = c(“two. sided”, “less”,
“greater”), exact= NULL, tol= 1e-8,
simulate.p.value = FALSE, B=2000)
Output:
data: x and x2
D^- = 0.34, p-value = 0.003089
alternative hypothesis: the CDF of x lies below that of y
Graph:
Sdsd s
#Source: https://tinyurl.com/2p97242c
Hypothesis Used – H0(Null Hypothesis):
 The null hypothesis supposes that the
numbers are evenly spaced between 0 and 1.
If we successfully disprove the null
hypothesis, the numbers are not randomly
distributed between 0 and 1. Numbers do not
necessarily follow a uniform distribution if the
null hypothesis is not rejected.
Pros and cons of the K-S test:
Strengths:
 It is also possible to determine whether two
underlying one-dimensional probability
distributions differ using the Kolmogorov-
Smirnov test.
 It is a highly effective method for determining
whether two samples differ significantly.
 It is also essential to check the normality.
Limitations:
 It applies only to continuous distributions.
 Compared to the nails, it is typically more
sensitive close to the distribution center.
 The simulation determines it.
References:
https://www.youtube.com/watch?
v=MEcAn5yzTwA
https://www.geeksforgeeks.org/kolmogorov-
smirnov-test-ks-test/?ref=rp