KOL M OG OR OV–

S M I R N OV
ON E -S AM P L E TE S T
OBJECTIVES
In this lecture, you will learn the following items:

• How to perform a Kolmogorov–Smirnov one-sample test to

determine if a data sample meets acceptable levels of normality.

• How to use SPSS to perform a Kolmogorov–Smirnov one-

sample test to determine if a data sample meets acceptable
levels of normality.
COMPUTING THE KOLMOGOROV–SMIRNOV
ONE-SAMPLE TEST

The Kolmogorov–Smirnov one-sample test is a procedure to

examine the agreement between two sets of values. For our
purposes, the two sets of values compared are an observed
frequency distribution based on a randomly collected sample and
an empirical frequency distribution based on the sample’s
population. Furthermore, the observed sample is examined for
normality when the empirical frequency distribution is based on
a normal distribution.

The Kolmogorov–Smirnov one-sample test compares two

cumulative frequency distributions. A cumulative frequency
distribution is useful for finding the number of observations
above or below a particular value in a data sample. It is
calculated by taking a given frequency and adding all the
preceding frequencies in the list.
In other words, it is like making a running total of the
frequencies in a distribution. Creating cumulative frequency
distributions of the observed and empirical frequency
distributions allow us to find the point at which these two
distributions show the largest divergence.

Then, the test uses the largest divergence to identify a two-tailed

probability estimate p to determine if the samples are statistically
similar or different.
Next, use the midpoint and standard deviation to calculate the
z-scores for the sample values xi, using the following formula:

Use those z-scores and standard normal distribution table to

determine the probability associated with each sample value,
These p-values are the relative frequencies of the
empirical frequency distribution
 Use the following formulas to find the absolute value
divergence and D between the cumulative frequency
distributions:

Use the largest divergence with the next formula to calculate the
Kolmogorov–Smirnov test statistic Z:
Then, use the Kolmogorov–Smirnov test statistic Z and the
next Smirnov formulas to find the two-tailed probability
estimate p:
A p-value that exceeds the level of risk associated with the null
hypothesis indicates that the observed sample approximates the
empirical sample. Since our empirical distributions approximated
a normal distribution, we can state that our observed sample is
sufficiently normal for parametric statistics. Conversely, a p-
value that is smaller than the level of risk indicates an observed
sample that is not sufficiently normal for parametric statistics.
The nonparametric statistical tests in this book are useful if a
sample lacks normality.
Sample Kolmogorov–Smirnov One-Sample Test

A department store has decided to evaluate customer

satisfaction. As part of a pilot study, the store provides
customers with a survey to rate employee friendliness. The
survey uses a scale of 1–10 and its developer indicates that the
scores should conform to a normal distribution. Use the
Kolmogorov–Smirnov one-sample test to decide if the sample
of customers surveyed responded with scores approximately
matching a normal distribution. The survey results are shown in
the following table.
1 State the Null and Research Hypotheses

The null hypothesis states that the observed sample has an

approximately normal distribution. The research hypothesis
states that the observed sample does not approximately
resemble a normal distribution.

The null hypothesis is

H0: Thereis no difference between the observed distribution of

survey scores and a normally distributed empirical sample.

The research hypothesis is

HA: There is a difference between the observed distribution of

survey scores
and a normally distributed empirical sample.
3 Choose the Appropriate Test Statistic

We are seeking to compare our observed sample against a

normally distributed empirical sample. The Kolmogorov–
Smirnov one-sample test will provide this comparison.

4 Compute the Test Statistic

First, determine the midpoint and standard deviation for the

observed sample. The following table helps to manage the
summations for this process.
Use the following formula to find the midpoint:

Then, use following formula to find the standard

deviation:
Now, determine the z-scores, empirical relative frequencies, and
observed relative frequencies for each score value.
We will provide a sample calculation for survey score = 4 as
seen in above table. Use the following formula to calculate the
z-scores:

Use each z-score and standard normal distribution table to

determine the probability associated with the each value
Our empirical frequency distribution is based on a normal
distribution, which is symmetrical. Therefore, we can complete
our empirical frequency distribution by basing the remaining
values on a symmetrical distribution. Those values are in above
Table
 Now, we find the values of the observed frequency distribution
fr . We provide a sample calculation with survey result = 4. That
survey value occurs three times:

Next, we create cumulative frequency distributions using the

empirical and observed frequency distributions. A cumulative
frequency distribution is created by taking a frequency and
adding all the preceding values. We demonstrate this in next
table.
and
To find the test statistic Z, use the largest value from and D.
The last above table has an asterisk next to the largest
divergence. That value is located at survey value = 5.
5 Determine the p-Value Associated with the Test Statistic

The Kolmogorov–Smirnov test statistic Z and the Smirnov

(1948) formulas are used to find the two-tailed probability
estimate p.

Since 0.27 Z < 1, we have:

and
7 Interpret the Results

We did not reject the null hypothesis, suggesting the

customers’ survey ratings of employee friendliness sufficiently
resembled a normal distribution. This means that a parametric
statistical procedure may be used with this sample.

8 Reporting the Results

When reporting the results from the Kolmogorov–Smirnov

one-sample test, we include the test statistic (D), the degrees of
freedom (which equals the sample size), and the p-value in
terms of the level of risk . Based on our analysis, the sample of
customers is approximately normal, where D(20) = 0.180, p >
0.05.
Performing the Kolmogorov–Smirnov One-Sample Test Using
SPSS

We will analyze the data from the example earlier using SPSS.

1 Define Your Variables

First, click the “Variable View” tab at the bottom of your

screen. Then, type the names of your variables in the “Name”
column. As shown in Figure 2.13, the variable is called
“Survey.”
2 Type in Your Values

Click the “Data View” tab at the bottom of your screen. Type
your sample values in the “Survey” column as shown in the
following figure:
3 Analyze Your Data

As shown in following figure, use the pull-down menus to

choose “Analyze,” “Nonparametric Tests,” “Legacy Dialogs,”
and “1-Sample KS . . .”
Use the arrow button to place your variable with your data
values in the box labeled “Test Variable List:” as shown in
following figure. Finally, click “OK” to perform the analysis.
7 Interpret the Results from the SPSS Output Window SPSS
Remark: Differences between the values from the sample
problem earlier and the SPSS output are likely due to value
precision and computational round off errors.
SUMMARY
Parametric statistical tests, such as the t-test and one-way
analysis of variance, are based on particular assumptions or
parameters. Therefore, it is important that you examine collected
data for its approximation to a normal distribution. Upon doing
that, you can consider whether you will use a parametric or
nonparametric test for analyzing your data.

In Lectures 3 & 4, we presented three quantitative measures of

sample normality. First, we described how to examine a
sample’s kurtosis and skewness. Then, we described how to
perform and interpret a Kolmogorov–Smirnov one-sample test.

In the following lectures, we will describe several non-

parametric procedures for analyzing data samples that do not
meet the assumptions needed for parametric statistical tests. In
the chapter that follows, we will begin by describing a test for
comparing two unrelated samples.