Computing the Two-Sided Kolmogorov-Smirnov Distribution

Richard Simard and Pierre L'Ecuyer

Journal of Statistical Software, 2011, vol. 039, issue i11

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.

Date: 2011-03-09
References: View complete reference list from CitEc
Citations: View citations in EconPapers (18)

Downloads: (external link)
https://www.jstatsoft.org/index.php/jss/article/view/v039i11/v39i11.pdf
https://www.jstatsoft.org/index.php/jss/article/do ... gorovSmirnovDist.zip
https://www.jstatsoft.org/index.php/jss/article/do ... e/v039i11/v39i11.zip
https://www.jstatsoft.org/index.php/jss/article/do ... 39i11/v39i11-ref.zip

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:039:i11

DOI: 10.18637/jss.v039.i11

Access Statistics for this article

Journal of Statistical Software is currently edited by Bettina Grün, Edzer Pebesma and Achim Zeileis

More articles in Journal of Statistical Software from Foundation for Open Access Statistics
Bibliographic data for series maintained by Christopher F. Baum ().