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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2008-04-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | http://www.jstatsoft.org/v26/i03/paper |
| _version_ | 1811212449686224896 |
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| author | J. Randall Brown Milton E. Harvey |
| author_facet | J. Randall Brown Milton E. Harvey |
| author_sort | J. Randall Brown |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-04-12T05:29:39Z |
| format | Article |
| id | doaj.art-f6818ca8a1a14b13a5927beb9b75cb6a |
| institution | Directory Open Access Journal |
| issn | 1548-7660 |
| language | English |
| last_indexed | 2024-04-12T05:29:39Z |
| publishDate | 2008-04-01 |
| publisher | Foundation for Open Access Statistics |
| record_format | Article |
| series | Journal of Statistical Software |
| spelling | doaj.art-f6818ca8a1a14b13a5927beb9b75cb6a2022-12-22T03:46:09ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602008-04-01263Arbitrary Precision Mathematica Functions to Evaluate the One-Sided One Sample K-S Cumulative Sampling DistributionJ. Randall BrownMilton E. HarveyEfficient 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.http://www.jstatsoft.org/v26/i03/paperK-S cumulative sampling distributionsK-S one-sided one sample probabilitiesK-S confidence bandsarbitrary precision arithmetic |
| spellingShingle | J. Randall Brown Milton E. Harvey Arbitrary Precision Mathematica Functions to Evaluate the One-Sided One Sample K-S Cumulative Sampling Distribution Journal of Statistical Software K-S cumulative sampling distributions K-S one-sided one sample probabilities K-S confidence bands arbitrary precision arithmetic |
| title | Arbitrary Precision Mathematica Functions to Evaluate the One-Sided One Sample K-S Cumulative Sampling Distribution |
| title_full | Arbitrary Precision Mathematica Functions to Evaluate the One-Sided One Sample K-S Cumulative Sampling Distribution |
| title_fullStr | Arbitrary Precision Mathematica Functions to Evaluate the One-Sided One Sample K-S Cumulative Sampling Distribution |
| title_full_unstemmed | Arbitrary Precision Mathematica Functions to Evaluate the One-Sided One Sample K-S Cumulative Sampling Distribution |
| title_short | Arbitrary Precision Mathematica Functions to Evaluate the One-Sided One Sample K-S Cumulative Sampling Distribution |
| title_sort | arbitrary precision mathematica functions to evaluate the one sided one sample k s cumulative sampling distribution |
| topic | K-S cumulative sampling distributions K-S one-sided one sample probabilities K-S confidence bands arbitrary precision arithmetic |
| url | http://www.jstatsoft.org/v26/i03/paper |
| work_keys_str_mv | AT jrandallbrown arbitraryprecisionmathematicafunctionstoevaluatetheonesidedonesamplekscumulativesamplingdistribution AT miltoneharvey arbitraryprecisionmathematicafunctionstoevaluatetheonesidedonesamplekscumulativesamplingdistribution |