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Two-sample Kolmogorov-Smirnov test

  1. Feb 8, 2013 #1


    I have recorded some discrete data with an unspecified distribution.

    I have generated some discrete data from a model.

    I'm looking to check to see if the generated data has the same distribution as the real data.

    If the data was continious, I would use a Q-Q plot and a striaght line would indicate that it is true.

    As the data is discrete, I need another test.

    Can you use a two-sample Kolmogorov-Smirnov test to test the hypothesis that the two samples come from the same distribution?

    Here is a link to the test http://www.mathworks.co.uk/help/stats/kstest2.html

    Kind regards

  2. jcsd
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