|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:: 10992. Submitted: 2010-03-17. Published: 2011-03-09.
Computing the Two-Sided Kolmogorov-Smirnov Distribution
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) or a GPL-compatible license.