scipy.stats.mstats.ks_twosamp

scipy.stats.mstats.ks_twosamp(data1, data2, alternative='two_sided')

Computes the Kolmogorov-Smirnov test on two samples. Missing values are discarded.

Parameters :

data1 : sequence

First data set

data2 : sequence

Second data set

alternative : {‘two_sided’, ‘less’, ‘greater’} optional

Indicates the alternative hypothesis.

Returns :

d : float

Value of the Kolmogorov Smirnov test

p : float

Corresponding p-value.