scipy.stats.ks_2samp

scipy.stats.ks_2samp(data1, data2)

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.

Parameters:

a, b : sequence of 1-D ndarrays

two arrays of sample observations assumed to be drawn from a continuous distribution, sample sizes can be different

Returns:

D : float

KS statistic

p-value : float

two-tailed p-value

Notes

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.