# What is K test in statistics?

## What is K test in statistics?

In statistics, the Kolmogorov–Smirnov test (K–S test or KS test) is a nonparametric test of the equality of continuous (or discontinuous, see Section 2.2), one-dimensional probability distributions that can be used to compare a sample with a reference probability distribution (one-sample K–S test), or to compare two …

## What is a good KS score?

K-S should be a high value (Max =1.0) when the fit is good and a low value (Min = 0.0) when the fit is not good. When the K-S value goes below 0.05, you will be informed that the Lack of fit is significant.” I’m trying to get a limit value, but it’s not very easy.

What does Kolmogorov-Smirnov test for?

The two sample Kolmogorov-Smirnov test is a nonparametric test that compares the cumulative distributions of two data sets(1,2). The test is nonparametric. It does not assume that data are sampled from Gaussian distributions (or any other defined distributions).

### How do you calculate Ks in statistics?

First step is to split predicted probability into 10 parts (decile) and then compute the cumulative % of events and non-events in each decile and check the decile where difference is maximum (as shown in the image below.) In the image below, KS is 57.8% and it is at third decile. KS curve is shown below.

### What is the difference between KS test and t-test?

Here is an example that shows the difference between Student’s T-Test and KS Test. Student’s T-Test says that there is 79.3% chances the two samples come from the same distribution. KS Test says that there are 1.6% chances the two samples come from the same distribution.

How do you read a KS test?

The p-value returned by the k-s test has the same interpretation as other p-values. You reject the null hypothesis that the two samples were drawn from the same distribution if the p-value is less than your significance level.

#### How do you perform a Kolmogorov-Smirnov test?

General Steps

1. Create an EDF for your sample data (see Empirical Distribution Function for steps),
2. Specify a parent distribution (i.e. one that you want to compare your EDF to),
3. Graph the two distributions together.
4. Measure the greatest vertical distance between the two graphs.
5. Calculate the test statistic.

#### What is N and K in statistics?

N is the total number of cases in all groups and k is the number of different groups to which the sampled cases belong.