Arbitrary Precision Mathematica Functions to Evaluate the One-Sided One Sample K-S Cumulative Sampling Distribution

J. Randall Brown and Milton E. Harvey

Journal of Statistical Software, 2008, vol. 026, issue i03

Abstract: Efficient rational arithmetic methods that can exactly evaluate the cumulative sampling distribution of the one-sided one sample Kolmogorov-Smirnov (K-S) test have been developed by Brown and Harvey (2007) for sample sizes n up to fifty thousand. This paper implements in arbitrary precision the same 13 formulae to evaluate the one-sided one sample K-S cumulative sampling distribution. Computational experience identifies the fastest implementation which is then used to calculate confidence interval bandwidths and p values for sample sizes up to ten million.

Date: 2008-06-26
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https://www.jstatsoft.org/index.php/jss/article/do ... DwassFormulae.nb.zip
https://www.jstatsoft.org/index.php/jss/article/do ... TermsRational.nb.zip
https://www.jstatsoft.org/index.php/jss/article/do ... rsionFormulae.nb.zip
https://www.jstatsoft.org/index.php/jss/article/do ... irnovFormulae.nb.zip

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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:026:i03

DOI: 10.18637/jss.v026.i03

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