Kolmogorov-Smirnov for comparing samples (plus, sample code!)

The Kolmogorov-Smirnov test (KS test) is a test which allows you to compare two univariate, continuous distributions by looking at their CDFs. Such CDFs can both be empirical (two-sample KS) or one of them can be empirical, and the other one built parametrically (one-sample). Client: Good Evening. Bartender: Good evening. Rough day? Client: I should … Continue reading Kolmogorov-Smirnov for comparing samples (plus, sample code!)