Kolmogorov Smirnov Test Critical Values. If you load and call the kolmogorovcdf function you can confirm that the cdf for the kolmogorov d distribution is very close to 0 95 when d 0 294. Critical values for the two sample kolmogorov smirnov test 2 sided table gives critical d values for α 0 05 upper value and α 0 01 lower value for various sample sizes.
The kolmogorov smirnov k s test is based on the empirical distribution function ecdf. Kscrit n α tails interp the critical value of the kolmogorov smirnov test for a sample of size n for the given value of alpha default 05 and tails 1 one tail or 2 two tails default based on the ks table. For the data in my previous article the null hypothesis is that the.
Critical values of the kolmogorov smirnov test obtain critical values by using simulation.
We generated 1 000 random numbers for normal double. Given n ordered data points y1 y2 y n the ecdf is defined as e n n i n where n i is the number of points less than y i and. Otherwise linear interpolation is used. Kolmogorov smirnov test the kolmogorov smirnov test chakravart laha and roy 1967 is used to decide if a sample comes from a population with a specific distribution.
