Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 220.127.116.11 (18.104.22.168)
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The test distribution.
Return ValueThe test result. The test statistic is the D statistic and the likelyhood is the right probability to obtain a value of D as large or larger than the one obtained.
The Kolmogorov-Smirnov test measures the departure of a sample from a hypothesized population distribution by comparing the cumulative probability function of the data to the cumulative probability function of the hypothesized population distribution. The test statistic D is the maximum seperation between the two curves.
Under the null hypothesis N1/2D is known to be distributed according to the Kolomogorov distribution in the large-N limit. Because of the large-N assumption, this test should not be used with small (less than ~50) data sets.
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