# What does the Kolmogorov-Smirnov test show?

## What does the Kolmogorov-Smirnov test show?

The two sample Kolmogorov-Smirnov test is a nonparametric test that compares the cumulative distributions of two data sets(1,2). The KS test report the maximum difference between the two cumulative distributions, and calculates a P value from that and the sample sizes.

## How do you find Ks in SAS?

First step is to split predicted probability into 10 parts (decile) and then compute the cumulative % of events and non-events in each decile and check the decile where difference is maximum (as shown in the image below.) In the image below, KS is 57.8% and it is at third decile. KS curve is shown below.

**When should I use the Kolmogorov 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. where n(i) is the number of points less than Yi and the Yi are ordered from smallest to largest value.

**How do you calculate KS test?**

The critical value of D is found from the K-S table values for one sample test….

- Fo(X) = Observed cumulative frequency distribution of a random sample of n observations.
- and Fo(X)=kn = (No. of observations ≤ X)/(Total no. of observations).
- Fr(X) = The theoretical frequency distribution.

### What is Kolmogorov-Smirnov normality test?

The Kolmogorov-Smirnov test is used to test the null hypothesis that a set of data comes from a Normal distribution. Tests of Normality. Kolmogorov-Smirnov. Statistic. df.

### How do you interpret the p value for Kolmogorov-Smirnov?

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.

**What is Ks in model validation?**

KS Statistic or Kolmogorov-Smirnov statistic is the maximum difference between the cumulative true positive and cumulative false positive rate. It is often used as the deciding metric to judge the efficacy of models in credit scoring.

**What is KS chart?**

K-S Chart. K-S or Kolmogorov-Smirnov chart measures performance of classification models. More accurately, K-S is a measure of the degree of separation between the positive and negative distributions.

## Should I use Shapiro Wilk or Kolmogorov-Smirnov?

The Shapiro–Wilk test is more appropriate method for small sample sizes (<50 samples) although it can also be handling on larger sample size while Kolmogorov–Smirnov test is used for n ≥50.

## Is the Kolmogorov-Smirnov test good?

The two-sample K–S test is one of the most useful and general nonparametric methods for comparing two samples, as it is sensitive to differences in both location and shape of the empirical cumulative distribution functions of the two samples.

**What is a good value of KS?**

K-S should be a high value (Max =1.0) when the fit is good and a low value (Min = 0.0) when the fit is not good. When the K-S value goes below 0.05, you will be informed that the Lack of fit is significant.