5.4.5 - Smirnov Test - Teradata Warehouse Miner

Teradata Warehouse Miner User Guide - Volume 3Analytic Functions

Product
Teradata Warehouse Miner
Release Number
5.4.5
Published
February 2018
Language
English (United States)
Last Update
2018-05-04
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The Smirnov test (aka “two-sample Kolmogorov-Smirnov test”) checks whether two datasets have a significantly different distribution. The tests have the advantage of making no assumption about the distribution of data. (non-parametric and distribution free).
This generality comes at some cost: other tests (e.g. the Student's t-test) may be more sensitive if the data meet the requirements of the test.