Definition:Kolmogorov-Smirnov Test

Definition

A Kolmogorov-Smirnov test is a non-parametric test to determine whether two samples may reasonably be supposed to come from the same probability distribution.

The test requires that the cumulative distribution functions are calculated for each of the samples involved.

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Also see

• Results about Kolmogorov-Smirnov tests can be found here.

Source of Name

This entry was named for Andrey Nikolaevich Kolmogorov and Nikolai Vasilyevich Smirnov‎.

Historical Note

In $1933$, Andrey Nikolaevich Kolmogorov proposed a non-parametric test to determine whether a sample is consistent with a specified probability distribution.

It was extended by Nikolai Vasilyevich Smirnov in $1939$ to test whether two sample may have come from the same probability distribution.

Sources

• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): Kolmogorov-Smirnov tests
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): Kolmogorov-Smirnov tests