kolmogorov_smirnov_test.py

kolmogorov_smirnov_test.py

_kolmogorov_smirnov_table = {
        (1, 0.2) : 0.900,
        (2, 0.2) : 0.684,
        (3, 0.2) : 0.565,
        (4, 0.2) : 0.494,
        # ...
        (10, 0.05) : 0.410,
        # ...
        (100, 0.05) : (1.36 / math.sqrt(100))
        # ...
}

def kolmogorov_smirnov_test(F0, Fk, alpha):
    n = len(Fk)
    statistic = kolmogorov_smirnov_statistic(F0, Fk)
    threshold = _kolmogorov_smirnov_table[(n, alpha)]
    if statistic > threshold:
        return False
    return True