Evaluating Kolmogorov's Distribution

George Marsaglia, Wai Wan Tsang and Jingbo Wang

Journal of Statistical Software, 2003, vol. 008, issue i18

Abstract: Kolmogorov's goodness-of-fit measure, Dn , for a sample CDF has consistently been set aside for methods such as the D+n or D-n of Smirnov, primarily, it seems, because of the difficulty of computing the distribution of Dn . As far as we know, no easy way to compute that distribution has ever been provided in the 70+ years since Kolmogorov's fundamental paper. We provide one here, a C procedure that provides Pr(Dn

Date: 2003-11-10
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Citations: View citations in EconPapers (61)

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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:008:i18

DOI: 10.18637/jss.v008.i18

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