The KS Test

Useful KS Statisic Calculator

download this into excel

This is a powerful test that lets you compare two distributions or to compare a distribution to a model. It is more powerful than the chi^2 since it doesn't involve binning the data.

Binning the data is sometimes an arbitray procedure which can in turn produce spurrious results.

Some basic Overviews:

• KS Test I

• More Notes on the KS Test

• Simple Tutorial on Frequency Distributions

• Another Tutorial