Current Volume | Browse
Vol. 25Vol. 24*Vol. 23Vol. 22*
Vol. 21Vol. 20*Vol. 19Vol. 18*
Vol. 17Vol. 16Vol. 15Vol. 14
Vol. 13*Vol. 12Vol. 11Vol. 10*
Vol. 9Vol. 8Vol. 7Vol. 6
Vol. 5Vol. 4Vol. 3Vol. 2
Vol. 1
* = Special Volume
| Search | RSS
Home | Instructions for Authors | LaTeX Style Files | Editorial Board

Authors: George Marsaglia, Wai Wan Tsang, Jingbo Wang
Title: [download]
(3647)
Evaluating Kolmogorov's Distribution
Reference: Vol. 8, Issue 18, Nov 2003
Submitted 2003-11-05, Accepted 2003-11-10
Type: Article
Abstract:

Kolmogorov's goodness-of-fit measure, Dn , for a sample CDF has consistently been set aside for methods such as the D+n or D-n of Smirnov, primarily, it seems, because of the difficulty of computing the distribution of Dn . As far as we know, no easy way to compute that distribution has ever been provided in the 70+ years since Kolmogorov's fundamental paper. We provide one here, a C procedure that provides Pr(Dn < d) with 13-15 digit accuracy for n ranging from 2 to at least 16000. We assess the (rather slow) approach to limiting form, and because computing time can become excessive for probabilities>.999 with n's of several thousand, we provide a quick approximation that gives accuracy to the 7th digit for such cases.

Paper: [download]
(3647)
Evaluating Kolmogorov's Distribution
(application/pdf, 105.2 KB)
Supplements: [download]
(336)
k.c.zip: C program to compute Kolmogorov's distribution
(application/zip, 1.3 KB)
Resources: BibTeX | OAI
Current Volume | Browse
Vol. 25Vol. 24*Vol. 23Vol. 22*
Vol. 21Vol. 20*Vol. 19Vol. 18*
Vol. 17Vol. 16Vol. 15Vol. 14
Vol. 13*Vol. 12Vol. 11Vol. 10*
Vol. 9Vol. 8Vol. 7Vol. 6
Vol. 5Vol. 4Vol. 3Vol. 2
Vol. 1
* = Special Volume
| Search | RSS
Home | Instructions for Authors | LaTeX Style Files | Editorial Board