how do i compute the probability distribution of a sample of z score

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Jonas 2013-4-24

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https://ww2.mathworks.cn/matlabcentral/answers/73418-how-do-i-compute-the-probability-distribution-of-a-sample-of-z-score

I am trying to compute the probability distribution of a group of z-scores. I want then to use this probability distribution to compare two distribution between them (both using the kolmogorov smirnov and kullback leibler tests).

i need the probability distribution for the kullback leibler test, as the kolmogorov smirnov do not need input as probability distribution.

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