Use our free Kolmogorov-Smirnov (K-S) Test Calculator to compare two sample distributions or assess if a sample follows a specific theoretical distribution. This non-parametric test is crucial for statistical analysis, providing a D-statistic to quantify distribution differences. Simply input your data to get immediate results.
Formula:
The Kolmogorov-Smirnov (K-S) D-statistic is calculated as the maximum absolute difference between two empirical cumulative distribution functions (ECDFs).
For two samples (n1 and n2 observations):
Dn1,n2 = supx |Fn1(x) - Gn2(x)|
- Fn1(x): The empirical cumulative distribution function of the first sample.
- Gn2(x): The empirical cumulative distribution function of the second sample.
- supx: The supremum (maximum) over all values of x.