Kolmogorov–Smirnov: Cumulative Distributions & the Largest Gap (with a Chart)
This lesson is part of the course
In this lesson
You build the cumulative distributions of applicant income for the baseline and the current month, find the KS statistic as the largest vertical gap, compare it with the critical value and chart both curves.
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Lessons in this course
- Baseline vs Current: Binning a Feature with COUNTIFS & FREQUENCY Locked
- Population Stability Index (PSI) per Feature, with Thresholds Locked
- Kolmogorov–Smirnov: Cumulative Distributions & the Largest Gap (with a Chart) Locked
- Categorical Drift: Chi-Square Test & Jensen–Shannon Divergence Locked
- Prediction Drift: The Score Distribution Month by Month (with a Chart) Locked
- Performance Decay Once Labels Arrive: Precision, Recall & an AUC Proxy Locked
- Alert Rules & a Monitoring Dashboard with Traffic Lights Locked
- The Retraining Decision: Cost of Drift vs Cost of Retraining Locked