Journal
JOURNAL OF STATISTICAL SOFTWARE
Volume 39, Issue 11, Pages 1-18Publisher
JOURNAL STATISTICAL SOFTWARE
DOI: 10.18637/jss.v039.i11
Keywords
KS test; Kolmogorov-Smirnov distribution; goodness of fit
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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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