SDMetrics
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Explore other statistical tests for numerical columns
Currently SDMetrics only provides the two samples KS test to compare numerical values. We should consider adding other tests as an optional parameter, so the user can choose a test which better matches their understanding of their data.
Additionally, we should explore substituting the KS test with the Anderson-Darling test as the default, since it is a more powerful test overall. Such change would require experimentation to show that the AD test indeed outperforms the KS test in most use cases.
I found these links supporting the notion that AD test outperform KS test:
- https://www.researchgate.net/publication/276918573_Comparing_distributions_the_two-sample_Anderson-Darling_test_as_an_alternative_to_the_Kolmogorov-Smirnov_test
- https://asaip.psu.edu/articles/beware-the-kolmogorov-smirnov-test/