Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: J. Randall Brown, Milton E. Harvey
Title: Arbitrary Precision Mathematica Functions to Evaluate the One-Sided One Sample K-S Cumulative Sampling Distribution
Abstract: Efficient rational arithmetic methods that can exactly evaluate the cumulative sampling distribution of the one-sided one sample Kolmogorov-Smirnov (K-S) test have been developed by Brown and Harvey (2007) for sample sizes n up to fifty thousand. This paper implements in arbitrary precision the same 13 formulae to evaluate the one-sided one sample K-S cumulative sampling distribution. Computational experience identifies the fastest implementation which is then used to calculate confidence interval bandwidths and p values for sample sizes up to ten million.

Page views:: 4001. Submitted: 2007-09-03. Published: 2008-06-26.
Paper: Arbitrary Precision Mathematica Functions to Evaluate the One-Sided One Sample K-S Cumulative Sampling Distribution     Download PDF (Downloads: 4089)
Supplements:
KS1SidedOneSampleDwassFormulae.nb.zip: KS1SidedOneSampleDwassFormulae.nb: Mathematica Notebook Download (Downloads: 1080; 100KB)
KS1SidedOneSampleLargestSmallestTermsRational.nb.zip: KS1SidedOneSampleLargestSmallestTermsRational.nb: Mathematica Notebook Download (Downloads: 1016; 51KB)
KS1SidedOneSampleRecursionFormulae.nb.zip: KS1SidedOneSampleRecursionFormulae.nb: Mathematica Notebook Download (Downloads: 970; 100KB)
KS1SidedOneSampleSmirnovFormulae.nb.zip: KS1SidedOneSampleSmirnovFormulae.nb: Mathematica Notebook Download (Downloads: 1044; 103KB)

DOI: 10.18637/jss.v026.i03

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