Kolmogorov Smirnov Test Excel. Think i may already have a statistical toolset that can do this and i know matlab would cover this but i don t have matlab but i m always keen to learn how to do new things. The kolmogorov smirnov test calculates the distance between the cumulative distribution function cdf of each data point and what the cdf of that data point would be if the sample were perfectly normally distributed.
The kolmogorov smirnov test uses the maximal absolute difference between these curves as its test statistic denoted by d. Statistics kolmogorov smirnov test. The kolmogorov smirnov test is a hypothesis test that is widely used to determine whether a data sample is normally distributed.
Sample b contains fewer scores than sample a.
Keep in mind that d 0 07 as we ll encounter it in our spss output in a minute. The kolmogorov smirnov test uses the maximal absolute difference between these curves as its test statistic denoted by d. The kolmogorov smirnov test and the shapiro wilk s w test are two specific methods for testing normality of data but these should be used in conjunction with either a histogram or a q q plot as both tests are sensitive to outliers and are influenced by sample size. Referring to this figure we can also calculate a p value as follows.
