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Authors: Richard Simard, Pierre L'Ecuyer
Title: [download]
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Computing the Two-Sided Kolmogorov-Smirnov Distribution
Reference: Vol. 39, Issue 11, Mar 2011
Submitted 2010-03-17, Accepted 2010-12-13
Type: Article
Abstract:

We propose an algorithm to compute the cumulative distribution function of the two-sided Kolmogorov-Smirnov test statistic Dn and its complementary distribution in a fast and reliable way. Different approximations are used in different regions of n, x. Java and C programs are available.

Paper: [download]
(6805)
Computing the Two-Sided Kolmogorov-Smirnov Distribution
(application/pdf, 518 KB)
Supplements: [download]
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KolmogorovSmirnovDist.zip: Java and C source code
(application/zip, 16.2 KB)
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v39i11.zip: Replication code and results
(application/zip, 3.9 KB)
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v39i11-ref.zip: Referenced previous implementations
(application/zip, 86.7 KB)
Resources: BibTeX | OAI
Creative Commons License
This work is licensed under the licenses
Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3)
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