Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
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.

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Paper: Computing the Two-Sided Kolmogorov-Smirnov Distribution     Download PDF (Downloads: 14888)
Supplements: Java and C source code Download (Downloads: 1351; 16KB) Replication code and results Download (Downloads: 822; 3KB) Referenced previous implementations Download (Downloads: 723; 86KB)

DOI: 10.18637/jss.v039.i11

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.