Kolmogorov-Smirnov Test Implementation In Python.py

import numpy as np
from scipy.stats import ks_2samp
import matplotlib.pyplot as plt

# Generate two random samples
np.random.seed(123)
sample1 = np.random.normal(loc=0, scale=1, size=100)
sample2 = np.random.normal(loc=1, scale=1, size=100)

# Compute the test statistic and p-value
statistic, pvalue = ks_2samp(sample1, sample2)

# Print the results
print("Kolmogorov-Smirnov test results:")
print(f"Statistic: {statistic:.3f}")
print(f"P-value: {pvalue:.3f}")

# Visualize the two samples and the test statistic
fig, ax = plt.subplots()
ax.hist(sample1, alpha=0.5, label="Sample 1")
ax.hist(sample2, alpha=0.5, label="Sample 2")
ax.axvline(np.max(sample1), color="red", linestyle="--", label="Test Statistic")
ax.legend()
plt.show()