|Authors:||Richard Simard, Pierre L'Ecuyer|
|Title:||Computing the Two-Sided Kolmogorov-Smirnov Distribution|
|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.|
Page views:: 10078. Submitted: 2010-03-17. Published: 2011-03-09.
Computing the Two-Sided Kolmogorov-Smirnov Distribution
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