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Kolmogorov-Smirnov Statistic

Definition of Kolmogorov-Smirnov Statistic Kolmogorov-Smirnov Statistic: The Kolmogorov-Smirnov statistic is a measure of the difference between two distributions. It is used to determine whether the two distributions are statistically different from each other. How is Kolmogorov-Smirnov Statistic used? The Kolmogorov-Smirnov Statistic (K-S Test) is a nonparametric test used to compare the distributions of two samples….