AI engineering glossary · Statistics inference
What is Kolmogorov-Smirnov test?
Kolmogorov-Smirnov test (also called KS test): A test that measures the largest vertical gap between two cumulative distribution curves, either a sample against a reference distribution or one sample against another. It is often used to detect changes in a feature's distribution.
Kolmogorov-Smirnov test: an example
Compare a feature's values in last month's data and this month's data to see whether the two distributions differ.
Related terms
More Statistics inference terms
- Likelihood function
- Likelihood ratio test
- Log-likelihood
- Mann-Whitney U test
- Margin of error
- Maximum a posteriori estimation
- Minimum detectable effect
- Multiple comparisons problem
Where you learn it
Kolmogorov-Smirnov test is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.