Computing the Two-Sided Kolmogorov-Smirnov Distribution

We propose an algorithm to compute the cumulative distribution function of the two-sided Kolmogorov-Smirnov test statistic D_n 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.

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Year of publication:	2011-03-09
Authors:	Simard, Richard ; L'Ecuyer, Pierre
Published in:	Journal of Statistical Software. - American Statistical Association. - Vol. 39.2011, i11
Publisher:	American Statistical Association

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Extent:	text/html
Type of publication:	Article
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009018361