Computing the Cumulative Distribution Function and Quantiles of the limit of the Two-sided Kolmogorov-Smirnov Statistic
Paul van Mulbregt
Abstract:The cumulative distribution and quantile functions for the two-sided one sample Kolmogorov-Smirnov probability distributions are used for goodness-of-fit testing. The CDF is notoriously difficult to explicitly describe and to compute, and for large sample size use of the limiting distribution is an attractive alternative, with its lower computational requirements. No closed form solution for the computation of the quantiles is known. Computing the quantile function by a numeric root-finder for any specific pro… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.