The test provides a measure that indicates the fit of the distribution of your data to some known distribution. To illustrate how it works we start by generating 1000 pseudo-random data points with a Gaussian distribution:

Make/N=1000 data1=10+gnoise(10)

Although it is not necessary for the purpose of the test, we compute the cumulative distribution function for this data set using the following commands:

Make/N=16/O W_Hist;DelayUpdate
Histogram/P/B=4 data1,W_Hist
Integrate/METH=1 W_Hist/D=W_INT

Here W_Hist is the PDF shown above and W_INT is the CDF shown below.

To compare this to a normal CDF we can use the built-in StatsNormalCDF in the following user function:

Function getUserCDF(inX)
    Variable inX
    return statsNormalCDF(inX,10,10)
End

To run the KS test execute the command:

StatsKSTest/T=1/CDFF=getUserCDF data1

Note that the operation's input are the raw data and a user defined continuous distribution function. The results are shown in the Kolmogorov-Smirnov Test table:

Since the test statistic D is smaller than the critical value we can't reject the null hypothesis that the two distributions are the same.

To illustrate a difference between distributions, suppose your data have a Poisson distribution as in:

Make/O/N=1000 data2=poissonNoise(10)

Here the PDF is shown in the graph above and the CDF below.

To test this data set against the same normal distribution as above you can execute the command:

StatsKSTest/T=1/CDFF=getUserCDF data2

which yields the following table:

In this case the test statistic D is clearly larger than the critical value and the hypothesis that data2 is taken from a normal distribution is rejected.