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  1. Commons Math
  2. MATH-437

Kolmogorov Smirnov Distribution

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Details

    • New Feature
    • Status: Resolved
    • Minor
    • Resolution: Fixed
    • None
    • 4.0
    • None
    • None

    Description

      Kolmogorov-Smirnov test (see [1]) is used to test if one sample against a known probability density functions or if two samples are from the same distribution. To evaluate the test statistic, the Kolmogorov-Smirnov distribution is used. Quite good asymptotics exist for the one-sided test, but it's more difficult for the two-sided test.

      [1]: http://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test

      Attachments

        1. ks-distribution.patch
          9 kB
          Luc Maisonobe
        2. MATH437-with-test-take-1
          27 kB
          Mikkel Meyer Andersen

        Activity

          People

            psteitz Phil Steitz
            mikl Mikkel Meyer Andersen
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              Resolved:

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