What type of distribution does the Kolmogorov-Smirnov test examine?
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).
What is the Kolmogorov-Smirnov test used for?
The Kolmogorov-Smirnov test (Chakravart, Laha, and Roy, 1967) is used to decide if a sample comes from a population with a specific distribution. where n(i) is the number of points less than Yi and the Yi are ordered from smallest to largest value.
What is the p-value for Kolmogorov-Smirnov test?
It accepts the null hypothesis since p-value 0.1954 > 0.05 = � – a default value of the level of significance. According to this test, the difference between two samples is not significant enough to say that they have different distribution.
How do you test for uniform distribution?
The frequency test is a test of uniformity. Two different methods available, Kolmogorov-Smirnov test and the chi-square test. Both tests measure the agreement between the distribution of a sample of generated random numbers and the theoretical uniform distribution.
How do I interpret Kolmogorov-Smirnov p-value?
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.
Why p-value is uniform?
The p-value is uniformly distributed when the null hypothesis is true and all other assumptions are met. The reason for this is really the definition of alpha as the probability of a type I error.
How do I know if my points are uniformly distributed?
A simple way for that to fail is if your points all lie along the line y=x in the (x,y) plane, but are uniformly distributed along that line. So if you change the code that Star has proposed in one line… P = repmat(randi(N, 20, 1),1,2); Now the points lie perfectly on the line y=x.