Kolmogorov-Smirnov

The text explains the Kolmogorov-Smirnov test for one sample, which falls under the category of
goodness-of-fit tests. This statistical test is based on determining the degree of agreement between
the distribution of values from a sample (the obtained results) and a specific theoretical
distribution. The test's null hypothesis (H0) posits that the characteristic of the population from
which the sample is taken follows a given "theoretical" distribution.The test involves establishing
the cumulative frequency distribution that would occur under the assumed theoretical distribution
and comparing this distribution with the observed-empirical cumulative frequency distribution. The
function F0(x) represents the probability that the characteristic, under the assumed distribution,
does not exceed a real number x. The empirical distribution function, denoted as Sn(x), represents
the values of relative cumulative frequencies from a random sample with n observations.When H0
is true, it is expected that for every value x, Sn(x) should closely match F0(x), indicating that the
difference between Sn(x) and F0(x) is small and within the bounds of random errors. The
Kolmogorov-Smirnov test focuses on the maximum deviation, where the maximum absolute
difference |F0(x) - Sn(x)| is the test statistic D. The distribution of the statistic D is known, and
critical values for D can be found in tables of critical values for the Kolmogorov-Smirnov test for
one sample.