Evaluating Kolmogorov\'s Distribution

Kolmogorov's goodness-of-fit measure, Dn , 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 Dn . As far as we know, no easy way to compute that distribution has ever be...

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Bibliographic Details
Main Authors: George Marsaglia, Wai Wan Tsang, Jingbo Wang
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2003-11-01
Series:Journal of Statistical Software
Online Access:http://www.jstatsoft.org/index.php/jss/article/view/2316