## What does the Kolmogorov-Smirnov test show?

The two sample Kolmogorov-Smirnov test is a nonparametric test that compares the cumulative distributions of two data sets(1,2). The KS test report the maximum difference between the two cumulative distributions, and calculates a P value from that and the sample sizes.

## How do you calculate KS in SAS?

First step is to split predicted probability into 10 parts (decile) and then compute the cumulative % of events and non-events in each decile and check the decile where difference is maximum (as shown in the image below.) In the image below, KS is 57.8% and it is at third decile. KS curve is shown below.

**How do you interpret a KS statistic?**

K-S should be a high value (Max =1.0) when the fit is good and a low value (Min = 0.0) when the fit is not good. When the K-S value goes below 0.05, you will be informed that the Lack of fit is significant.

**What is D value in Kolmogorov-Smirnov test?**

What is the Kolmogorov D statistic? The letter “D” stands for “distance.” Geometrically, D measures the maximum vertical distance between the empirical cumulative distribution function (ECDF) of the sample and the cumulative distribution function (CDF) of the reference distribution.

### How do you interpret the p-value in Kolmogorov-Smirnov test?

The p-value is the probability of obtaining a test statistic (such as the Kolmogorov-Smirnov statistic) that is at least as extreme as the value that is calculated from the sample, when the data are normal. Larger values for the Kolmogorov-Smirnov statistic indicate that the data do not follow the normal distribution.

### How do you interpret normality results?

If the Sig. value of the Shapiro-Wilk Test is greater than 0.05, the data is normal. If it is below 0.05, the data significantly deviate from a normal distribution.

**How do you calculate KS test?**

The critical value of D is found from the K-S table values for one sample test….

- Fo(X) = Observed cumulative frequency distribution of a random sample of n observations.
- and Fo(X)=kn = (No. of observations ≤ X)/(Total no. of observations).
- Fr(X) = The theoretical frequency distribution.

**How do you calculate KS value?**

Graph the two distributions together. Measure the greatest vertical distance between the two graphs. Calculate the test statistic. Find the critical value in the KS table.

## How do I interpret Kolmogorov-Smirnov p-value?

## What is the D statistic?

Cohen’s d statistic is a type of effect size. The calculation of Cohen’s d and its interpretation provide a way to estimate the actual size of observed differences between two groups, namely, whether the differences are small, medium, or large.