How to Perform KS test in Scipy

Recipe Objective - How to Perform KS-test in Scipy?

KS-Test is a two-tailed test and as well as a one-tailed test.

By default, it is a two-tailed test. KS-Test is used to check whether it follows the distribution or not.

SciPy provides "kstest()" to perform KS-Test. This function takes value for testing and CDF as parameters.

Learn About the Application of ARCH and GARCH models in Real-World

Example:-

import numpy as np
from scipy.stats import kstest

val = np.random.normal(size=150)

rslt = kstest(val, 'norm')

print(rslt)