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I wanted to know what is significance level (alpha) in scipy's Kolmogorov test. Here is a link to documentation page. I couldn't find anything in its documentation.

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That is because the test does not return a significance level. You choose the significance level. Commonly this is 5%, but in many domains it is not.

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  • $\begingroup$ I got a little bit confused... is significance level sth that we choose during test or find the best one to describe our sample by experience... $\endgroup$ – Joniur programmer Oct 28 '19 at 5:13
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    $\begingroup$ You choose the significance level before doing the test. If you have a further question, please make a new post and give as much detail about your situation as possible. $\endgroup$ – Robert Long Oct 28 '19 at 10:21

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