Computes the Kolmogorov-Smirnof statistic on 2 samples.
This is a two-sided test for the null hypothesis that 2 independent samples are drawn from the same continuous distribution.
a, b : sequence of 1-D ndarrays
D : float
p-value : float
This tests whether 2 samples are drawn from the same distribution. Note that, like in the case of the one-sample K-S test, the distribution is assumed to be continuous.
This is the two-sided test, one-sided tests are not implemented. The test uses the two-sided asymptotic Kolmogorov-Smirnov distribution.
If the K-S statistic is small or the p-value is high, then we cannot reject the hypothesis that the distributions of the two samples are the same.