### Tag: Statistics

Kolmorov-Smirnov test: A usual error

## Kolmorov-Smirnov test: A usual error

The Kolmogorov-Smirnov test is a non-parametric test whose purpose is to test that if the true distribution of some i.i.d. sample is some specific distribution. However, the test is often used in order to test if the true distribution belongs to some family of distribution (for example, the Gaussian family) where we estimate the parameters. …