Kolmogorov-Smirnov Test

The Kolmogorov-Smirnov test is a statistical test for equality of two cumulative probability distributions.

Contents

  1. Kolmogorov-Smirnov Test
    1. Usage
      1. Test for Normality

Usage

Test for Normality

This test is not optimal for testing normality, e.g. of residuals.

  1. Moments tests are better suited to the normal distribution.

  2. Modeling methods generally only require approximate normality.

  3. With a sufficiently large sample size, a null hypothesis that the residuals are normal will always be rejected.

CategoryRicottone

Statistics/KolmogorovSmirnovTest (last edited 2026-05-14 16:19:55 by DominicRicottone)