Kolmogorov-Smirnov test

In statistics, the Kolmogorov–Smirnov test is a nonparametric test of the equality of continuous, one-dimensional probability distributions. It can be used to test whether a sample came from a given reference probability distribution, or to test whether two samples came from the same distribution. Intuitively, it provides a method to qualitatively answer the question "How likely is it that we would see a collection of samples like this if they were drawn from that probability distribution?" or, in the second case, "How likely is it that we would see two sets of samples like this if they were drawn from the same probability distribution?". It is named after Andrey Kolmogorov and Nikolai Smirnov.