Kolmogorov-Smirnov Test

The KS test is a non-parametric and distribution-free test: It makes no assumption about the distribution of data. The KS test can be used to compare a sample with a reference probability distribution, or to compare two samples.

• Null Hypothesis: The samples do indeed come from a distribution P
• Alternative Hypothesis: The samples do not come from a distribution

It basically compares the CDFs.