Physical Instruments has published a video on current measurement accuracy for high voltage power supply modules. The video shows how to make sure your high voltage power supply matches even the tightest specifications.
In general checking the data sheet should be sufficient. However if you are in doubt, you can easily measure by yourself. All you need is a high precision ampere meter and some hardware components that can be purchased from Iseg.
Our control software Easy LV|HV is used for controlling the high voltage power supply in the measurement process.