For A two sample KS test data should be independent. Which of the following has to be true to use the KS test reliably(i.e. what does independent mean)
- Data should be Independent within each sample and independent between the two samples.
E.g. take 200 people and weigh them and split into two samples of 100 and measure KS distance.
- Data should be independent within each sample and correlation/dependence between the samples is allowable. E.g. take 100 people and weigh them on the same day using two different weighing machines. Then measure KS distance between the two samples of 100 numbers.
- Data has to be independent between the two samples and data within samples can be dependent. E.g. take two people and weigh them each month for 100 consecutive months to create two samples of 100 numbers and then measure KS distance between the two samples of 100 numbers