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Computing the two-sided Kolmogorov-Smirnov distribution
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نویسنده
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simard r. ,l'ecuyer p.
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منبع
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journal of statistical software - 2011 - دوره : 39 - - کد همایش: - صفحه:1 -18
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چکیده
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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.
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کلیدواژه
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Goodness of fit; Kolmogorov-Smirnov distribution; KS test
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آدرس
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département d'informatique et de recherche opérationnelle,université de montréal,c.p. 6128,succ. centre-ville,montréal,h3c 3j7, Canada, département d'informatique et de recherche opérationnelle,université de montréal,c.p. 6128,succ. centre-ville,montréal,h3c 3j7, Canada
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Authors
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