Kolmogorov-Smirnov test

a statistical test of goodness of fit of a sample to a specified theoretical distribution function, based on the size of the maximum difference between the cumulative distribution functions of the sample and theoretical distributions and using the exact sampling distribution of this difference to determine the significance level. The test can also be used to determine whether two samples are drawn from the same population by examining the maximum difference between the cumulative distribution functions of the two samples.

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