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

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Jonas
Jonas 2013-4-24
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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