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KOLMOGOROV-

SMIRNOV TEST
By: Jose Lyndon De Juan
LEARNING
OBJECTIVES:
Define the steps in
solving the KS Test.
Apply the KS Test in
conducting research
sampling.
Solve the KS Test
manually.
KOLMOGOROVE-
SMIRNOV TEST
The Kolmogorov-Smirnov Goodness of
Fit Test (K-S test) compares your data
with a known distribution and lets you
know if they have the same
distribution.

Although the test is nonparametric —


it doesn’t assume any particular
underlying distribution — it is
commonly used as a test for normality
to see if your data is normally
distributed. It’s also used to check the
assumption of normality in Analysis of
Variance.
1. Arrange the given number
in ascending order.

HOW TO SOLVE
KS TEST?
2. Compute:

Here's the step in solving


Kolmogorov-Smirnov Test
in manually

3. Compute:
4. Compute theoretical value

HOW TO SOLVE Dα (D Alpha) for given level of


significant α (Alpha) from

KS TEST? standard KS Test Table

Here's the step in solving


Kolmogorov-Smirnov Test 5. If D < Dα then accept the
hypothesis, else reject it
in manually
QUESTION:
Using KS Test, check for the property of
uniformly for the input set of random
numbers.

0.54, 0.73, 0.98, 0.11, and 0.68


Assume the level of significance to be 0.05


STEP ONE:
Create a table, and arrange the given
number in ascending order.

Set i for sample number, and Ri for the given


number
STEP TWO:
Solve the D+ and D- according to their
formula

Get the value of D+ of 1 Get the value of D- of 1


STEP TWO:
Here's the complete table of the D+ and D-

Take note, if the answer is negative, automatic


remove it
That's the case of i=2 and i=3.
The answer of i=2 and i=3 are negative.
STEP THREE:
Get the max of D+ and D-

The maximum or the highest value of D+ are


the 0.09
And the maximum or the highest value of D-
are 0.34
STEP THREE:
And to get the value of D, choose the
highest value in the two.

In this equation, the 0.34 is the highest. So


that's the value of D
STEP FOUR:
Compute the theoretical value of Dα for the
given significance of α from the standard
KS Test table

In this example, the value of Dα is 0.05

And the value of 0.05 in Standard KS Test


table is 0.565
NOTE:
The 0.05 are the
significance
given

The 5 is the i, or
the Sample size

From: https://math.stackexchange.com/ questions/940991/how-


are-critical-values-derived-for-the-kolmogorov-smirnov-test
STEP FIVE:
If D < Dα then accept, else reject it

In this example, the 0.34 are less than 0.565

Accept the table, and the table are


randomize
Youtube Video

From: https://www.youtube.com/watch?v=xdlXSTnB17o
ACTIVITY
Using KS Test, check for the property of uniformly for the input
set of random numbers.

0.79, 0.81, 0.26, 0.14, and 0.54


Assume the level of significance to be 0.05


THANK
YOU
REFERENCES
National Institute of Standards and Technology. (N.d).
Kolmogorov-Smirnov Goodness-of-Fit Test.
https://www.itl.nist.gov/div898/handbook/eda/section3/eda35g.
htm

Stephanie Glen. "Kolmogorov-Smirnov Goodness of Fit Test" From


StatisticsHowTo.com: Elementary Statistics for the rest of us!
https://www.statisticshowto.com/kolmogorov-smirnov-test/

Scholarly Things. (2019, October 27). SMS#5: K S (Kolmogorov-


Smirnov) Test | An example problem.
[Video].Youtube.https://www.youtube.com/watch?v=xdlXSTnB17o

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