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.

Page views:: 11108. Submitted: 2010-03-17. Published: 2011-03-09.
Paper: Computing the Two-Sided Kolmogorov-Smirnov Distribution     Download PDF (Downloads: 14461)
Supplements:
KolmogorovSmirnovDist.zip: Java and C source code Download (Downloads: 1317; 16KB)
v39i11.zip: Replication code and results Download (Downloads: 803; 3KB)
v39i11-ref.zip: Referenced previous implementations Download (Downloads: 712; 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.