STATS_KS_TEST is a Kolmogorov-Smirnov function that compares two samples to test whether they are from the same population or from populations that have the same distribution. It does not assume that the population from which the samples were taken is normally distributed.
This function takes three arguments: two expressions and a return value of type
expr1 classifies the data into the two samples.
expr2 contains the values for each of the samples. If
expr1 classifies the rows into only one sample or into more than two samples, then an error is raised.The function returns one value determined by the third argument. If you omit the third argument, then the default is
SIG. The meaning of the return values is shown in Table 5-6.
Observed value of D
Significance of D
SELECT stats_ks_test(cust_gender, amount_sold, 'STATISTIC') ks_statistic, stats_ks_test(cust_gender, amount_sold) p_value FROM sh.customers c, sh.sales s WHERE c.cust_id = s.cust_id; KS_STATISTIC P_VALUE ------------ ---------- .003841396 .004080006