Marsaglia, George; Tsang, Wai Wan; Wang, Jingbo - In: Journal of Statistical Software 08 (2003) i18
Kolmogorov's goodness-of-fit measure, D_n , 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 D_n . As far as we know, no easy way to compute that distribution has...