Arbitrary Precision Mathematica Functions to Evaluate the One-Sided One Sample K-S Cumulative Sampling Distribution
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.
Year of publication: |
2008-06-26
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Authors: | Brown, J. Randall ; Harvey, Milton E. |
Published in: |
Journal of Statistical Software. - American Statistical Association. - Vol. 26.2008, i03
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Publisher: |
American Statistical Association |
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