Arbitrary Precision Mathematica Functions to Evaluate the One-Sided One Sample K-S Cumulative Sampling Distribution

Arbitrary Precision Mathematica Functions to Evaluate the One-Sided One Sample K-S Cumulative Sampling Distribution

Efficient rational arithmetic methods that can exactly evaluate the cumulative sampling distribution of the one-sided one sample Kolmogorov-Smirnov (K-S) test have been developed by Brown and Harvey (2007) for sample sizes n up to fifty thousand. This paper implements in arbitrary precision the same...

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Bibliographic Details
Main Authors: J. Randall Brown, Milton E. Harvey
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2008-04-01
Series:Journal of Statistical Software
Subjects:
K-S cumulative sampling distributions
K-S one-sided one sample probabilities
K-S confidence bands
arbitrary precision arithmetic
Online Access:http://www.jstatsoft.org/v26/i03/paper
Description
Summary:Efficient rational arithmetic methods that can exactly evaluate the cumulative sampling distribution of the one-sided one sample Kolmogorov-Smirnov (K-S) test have been developed by Brown and Harvey (2007) for sample sizes n up to fifty thousand. This paper implements in arbitrary precision the same 13 formulae to evaluate the one-sided one sample K-S cumulative sampling distribution. Computational experience identifies the fastest implementation which is then used to calculate confidence interval bandwidths and p values for sample sizes up to ten million.
ISSN:1548-7660

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