# comparing normal distributions using a two sample kolmogorov-smirnov test

I've been redirected here from another forum...

I have used a two sample Kolmogorov-Smirnov test to compare the distributions of two sets of data. Basically I am comparing the error distributions between two measurements when an intervention is made, to determine whether the intervention (a changing measurement parameter) significantly changes the error distribution of the measurement.

I know that the K-S test is a non parametric test, however the distributions of data I'm comparing has turned out to be normally distributed... I know there is probably a number of tests that could be used to compare normally distributed data, but is there a reason not to use the K-S test? Are there any disadvantages (with regard to type1 and 2 errors perhaps)? Is it ok to use it?

I've sort of gone down this route with my data analysis, but the question has come up: why use a non parametric test to compare parametric data? Hopefully K-S is unconventional rather than completely wrong.

• when you say "error distributions" -- are these some form of residuals from some model-fit? If so, there's a couple of reasons why the Kolmogorov-Smirnov statistic won't have the tabulated distribution. Aug 14, 2014 at 13:37
• no not residuals. essentially its a length measurement using an optical system. I take around 500 measurements and get a distribution of the error in the length measurement. I then change a parameter in my measuring system, take another 500 measurements and get a distribution of the error for that. I then compare the two distributions to see if they are significantly different using the K-S test. Its essentially seeing if the measurement system is as accurate when a parameter in the process is changed.
– Rob
Aug 14, 2014 at 13:57
• Thanks for making that clear. The KS test should be fine, but if you know your data will actually be be normally distributed, its not as efficient as it could be at picking differences. It's not clear how you could know this though (approximately normal, perhaps). Aug 14, 2014 at 20:30