Hypothesis test
柯尔莫哥洛夫-斯米尔诺夫检验
柯尔莫哥洛夫-斯米尔诺夫（KS）检验是一种非参数拟合优度检验，用于评估一个样本是否来自指定的理论分布，例如正态分布或指数分布。该检验由安德烈·柯尔莫哥洛夫于1933年首次提出，尼古拉·斯米尔诺夫于1948年进一步发展，它将观测数据的经验累积分布函数与目标理论累积分布函数进行比较，并量化它们之间的最大绝对偏差。
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来源
- Kolmogorov, A. N. (1933). Sulla determinazione empirica di una legge di distribuzione. Giornale dell'Istituto Italiano degli Attuari, 4, 83–91. link ↗
- Smirnov, N. V. (1948). Table for estimating the goodness of fit of empirical distributions. Annals of Mathematical Statistics, 19(2), 279–281. DOI: 10.1214/aoms/1177730256 ↗
- Massey, F. J. (1951). The Kolmogorov-Smirnov test for goodness of fit. Journal of the American Statistical Association, 46(253), 68–78. DOI: 10.2307/2280095 ↗
- Conover, W. J. (1999). Practical Nonparametric Statistics (3rd ed.). Wiley. ISBN: 978-0471160687
如何引用本页
ScholarGate. (2026, June 1). Kolmogorov-Smirnov Goodness-of-Fit Test. ScholarGate. https://scholargate.app/zh/statistics/kolmogorov-smirnov
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