Computing the cumulative distribution function of the Kolmogorov-Smirnov statistic

Computational Statistics and Data Analysis

Volumn 34, Issue 1, 2000, Pages 1-15

  Drew, John H ^a   Glen, Andrew G ^a   Leemis, Lawrence M ^a  

^a The College of William and Mary   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; ASYMPTOTIC STABILITY; BOOLEAN ALGEBRA; COMPUTER SIMULATION; INTEGRATION; MONTE CARLO METHODS; PIECEWISE LINEAR TECHNIQUES; POLYNOMIALS; PROBABILITY DISTRIBUTIONS; RESPONSE TIME (COMPUTER SYSTEMS);

COMPUTER ALGEBRA SYSTEMS; CONTINUOUS PROBABILITY DISTRIBUTIONS;

ALGORITHMS;

EID: 0034230359     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(99)00069-9     Document Type: Article

References (8)

1. D'Agostino, R.B., Stephens, M.A., 1986. Goodness-of-Fit Techniques. Marcel Dekker, New York.
2. Z.W. Birnbaum Numerical tabulation of the distribution of Kolomogorov's statistic for finite sample size J. Amer. Statist. Assoc. 47 1952 425 441
3. Glen, A.G., 1998. A probability programming language: development and application, Ph.D. Dissertation. Department of Mathematics, The College of William & Mary.
4. Johnson, N.L., Kotz, S., Balakrishnan, N., 1995. Continuous Univariate Distributions, Vol. 2, Second Edition. Wiley, New York.
5. Knuth, D.E., 1981. The Art of Computer Programming, Second Edition. Addison-Wesley, Reading, MA.
6. Law, A.M., Kelton, W.D., 1991. Simulation Modeling and Analysis, Second Edition. McGraw-Hill, New York.
7. L.H. Miller Table of percentage points of Kolmogorov statistics J. Amer. Statist. Assoc. 51 1956 111 121
8. G. Schröer D. Trenkler Exact and randomized distributions of Kolmogorov–Smirnov tests for two or three samples Comput. Statist. Data Anal. 20 1995 185 202