Statistics, Statistical Analysis, Normal Distribution, Central Limit Theorem, Cdf.
statistic or D statistic. The D statistic is defined as follows: D=max/x ​∣ F(x)−G(x)∣ where F(x) is the CDF of the empirical distribution and G(x) is the CDF of the normal approximation. The D statistic measures the maximum difference between the two CDFs. The smaller the D statistic, the better