Kolmogorov-Smirnov Test

The two-sample Kolmogorov-Smirnov test is used to detect if two samples come from the same underlying distribution. More precisely, this non-parametric test calculates a distance d between the empirical distribution functions of the two samples.

The corresponding p-value can be computed exactly if there are no ties (duplicate values) present in the samples and the product of the two sample sizes is less than 10000. Otherwise, the p-value has to be approximated with the given options.

With the given significance level α and the calculated p-value the null hypothesis H0 (the two samples come from a common distribution) will either be rejected or not.

Please refer also to the Wikipedia description of the Kolmogorov-Smirnov Test.

Options

Significance level α
Significance level at which the null hypothesis can be rejected, 0 < α < 1
First test column
The first sample (column) included in the test. Only numeric (Double-compatible) columns are available.
Second test column
The second sample (column) included in the test. Only numeric (Double-compatible) columns are available.
Missing values strategy
Determines how missing values in the samples are handled during the test.
  • Remove: Missing values are ignored and removed from the sample before testing.
  • Fail: The node fails if any missing values are present in the selected columns.
Exact p-value
If enabled, the exact p-value is computed instead of using the approximation. This requires:
  • No ties (duplicate values) present in both samples.
  • The product of the two sample sizes must be less than 10000.
Note that the calculation of the exact p-value can be computationally expensive.
Cauchy criterion
Stopping criterion for the approximation of the p-value. The iteration stops when successive partial sums are within this tolerance of each other. Must be between 0 and 1 (inclusive).
Max number of iterations
Maximum number of iterations for the approximation of the p-value. The iteration stops once this limit is reached.

Input Ports

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The table from which to test two samples.

Output Ports

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Kolmogorov-Smirnov test evaluation.

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