KStest
KStest refers to the Kolmogorov–Smirnov test, a nonparametric method for evaluating whether a sample comes from a reference distribution or whether two samples come from the same distribution. It is widely used for goodness-of-fit testing and nonparametric two-sample comparisons. The test centers on the maximum difference between empirical distribution functions.
In a one-sample KS test, the null hypothesis is that the observed data follow a specified continuous
P-values are calculated from the limiting distribution of D under the null hypothesis. For large samples, asymptotic
KS tests are nonparametric and distribution-free under the null, but have sensitivity characteristics: they are most