Visualizing the Kolmogorov-Smirnov Test

Boix Campos, J.

Vivum Editorial Team

Submitted by J. Boix

Abstract

The Kolmogorov-Smirnov test compresses the difference between two distributions into a single number: the maximum vertical gap between their empirical CDFs. This article builds geometric intuition for the statistic through three interactive figures, covering what D measures and where it appears, how the p-value scales with sample size, and why the same value of D can signal strong model performance in one context and a worrying data drift in another.

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