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Computing the Two-Sided Kolmogorov-Smirnov Distribution

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  • Simard, Richard
  • L'Ecuyer, Pierre

Abstract

We propose an algorithm to compute the cumulative distribution function of the two-sided Kolmogorov-Smirnov test statistic Dn and its complementary distribution in a fast and reliable way. Different approximations are used in different regions of n, x. Java and C programs are available.

Suggested Citation

  • Simard, Richard & L'Ecuyer, Pierre, 2011. "Computing the Two-Sided Kolmogorov-Smirnov Distribution," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 39(i11).
    • Handle: RePEc:jss:jstsof:v:039:i11
    DOI: http://hdl.handle.net/10.18637/jss.v039.i11
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    1. Talwar, Shalini & Srivastava, Shalini & Sakashita, Mototaka & Islam, Nazrul & Dhir, Amandeep, 2022. "Personality and travel intentions during and after the COVID-19 pandemic: An artificial neural network (ANN) approach," Journal of Business Research, Elsevier, vol. 142(C), pages 400-411.
    2. Hossein Hassani & Emmanuel Sirimal Silva, 2015. "A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts," Econometrics, MDPI, vol. 3(3), pages 1-20, August.
    3. Haramoto, Hiroshi & Matsumoto, Makoto, 2019. "Checking the quality of approximation of p-values in statistical tests for random number generators by using a three-level test," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 161(C), pages 66-75.
    4. Jiahang He & Toshiyuki Yamamoto, 2020. "Characterization of Daily Travel Distance of a University Car Fleet for the Purpose of Replacing Conventional Vehicles with Electric Vehicles," Sustainability, MDPI, vol. 12(2), pages 1-12, January.
    5. Sloot Henrik, 2022. "Implementing Markovian models for extendible Marshall–Olkin distributions," Dependence Modeling, De Gruyter, vol. 10(1), pages 308-343, January.
    6. Li, Penghua & Zhang, Zijian & Grosu, Radu & Deng, Zhongwei & Hou, Jie & Rong, Yujun & Wu, Rui, 2022. "An end-to-end neural network framework for state-of-health estimation and remaining useful life prediction of electric vehicle lithium batteries," Renewable and Sustainable Energy Reviews, Elsevier, vol. 156(C).
    7. Tanvir Uddin Chowdhury & Peter Y. Park & Kevin Gingerich, 2022. "Estimation of Appropriate Acceleration Lane Length for Safe and Efficient Truck Platooning Operation on Freeway Merge Areas," Sustainability, MDPI, vol. 14(19), pages 1-25, October.
    8. Talwar, Manish & Talwar, Shalini & Kaur, Puneet & Tripathy, Naliniprava & Dhir, Amandeep, 2021. "Has financial attitude impacted the trading activity of retail investors during the COVID-19 pandemic?," Journal of Retailing and Consumer Services, Elsevier, vol. 58(C).
    9. Fernando Freire Vasconcelos & Renato Máximo Sátiro & Luiz Paulo Lopes Fávero & Gabriela Troyano Bortoloto & Hamilton Luiz Corrêa, 2023. "Analysis of Judiciary Expenditure and Productivity Using Machine Learning Techniques," Mathematics, MDPI, vol. 11(14), pages 1-19, July.
    10. Abbas Mahmoudabadi & Fatemeh Pourhossein Ghazimahalleh, 2023. "Investigating the Effect of Drivers' Training Courses on Commercial Drivers' Success Rate for Qualification," International Journal of Management Science and Business Administration, Inovatus Services Ltd., vol. 9(4), pages 35-41, May.
    11. Jorino van Rhijn & Cornelis W. Oosterlee & Lech A. Grzelak & Shuaiqiang Liu, 2021. "Monte Carlo Simulation of SDEs using GANs," Papers 2104.01437, arXiv.org.
    12. Song-Hee Kim & Ward Whitt, 2014. "Are Call Center and Hospital Arrivals Well Modeled by Nonhomogeneous Poisson Processes?," Manufacturing & Service Operations Management, INFORMS, vol. 16(3), pages 464-480, July.
    13. Rokhsareh Khashtabeh & Morteza Akbari & Mahdi Kolahi & Ali Talebanfard, 2021. "Assessing the effects of desertification control projects using socio-economic indicators in the arid regions of eastern Iran," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 23(7), pages 10455-10469, July.

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