Kolmogorov Smirnov Test. Perform the kolmogorov smirnov test for goodness of fit. The kolmogorov smirnov test chakravart laha and roy 1967 is used to decide if a sample comes from a population with a specific distribution.
The test is non parametric and entirely agnostic to what this distribution actually is. Kolmogorov smirnov test a very efficient way to determine if two samples are significantly different from each other. If interp true default harmonic interpolation is used.
It is usually used to check the uniformity of random numbers.
Technically speaking it is non parametric and distribution free. Uniformity is one of the most important properties of any random number generator and kolmogorov smirnov test can be used to test it. Under the null hypothesis the two distributions are identical g x f x. It compares the cumulative distribution function for a variable with a specified distribution.
