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    Kolmogorov-Smirnov Test

    Definition

    A goodness-of-fit test for any statistical distribution. The test relies on the fact that the value of the sample cumulative density function is asymptotically normally distributed.

    Related terms

    Anderson-Darling statistic | Kuiper statistic | normal distribution | R-estimate

    Associated people

    Andrey Nikolaevich Kolmogorov | Nikolai Smirnov

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