Documentation API of the 'jhplot.math.KolmogorovSmirnovDist' Java class
KolmogorovSmirnovDist
jhplot.math

Class KolmogorovSmirnovDist



  • public class KolmogorovSmirnovDistextends Object

    This class computes both the cumulative probability P[D_n <= x] and the complementary cumulative probability P[D_n >= x] of the 2-sided 1-sample Kolmogorov-Smirnov distribution.

    The Kolmogorov-Smirnov test statistic D_n is defined by

    D_n = sup_x |F(x) - S_n(x)|

    where n is the sample size, S_n(x) is an empirical distribution function, and F(x) is a completely specified theoretical distribution.
    • Constructor Detail

      • KolmogorovSmirnovDist

        public KolmogorovSmirnovDist()
    • Method Detail

      • cdf

        public static double cdf(int n,                         double x)
        Computes the cumulative probability P[D_n <= x] of the Kolmogorov-Smirnov distribution with sample size n at x. It returns at least 13 decimal digits of precision for n <= 140, at least 5 decimal digits of precision for 140 < n <= 100000, and a few correct decimal digits for n > 100000.
        Parameters:
        n - sample size
        x - value of Kolmogorov-Smirnov statistic
        Returns:
        cumulative probability
      • fbar

        public static double fbar(int n,                          double x)
        Computes the complementary cumulative probability P[D_n >= x] of the Kolmogorov-Smirnov distribution with sample size n at x. It returns at least 10 decimal digits of precision for n <= 140, at least 5 decimal digits of precision for 140 < n <= 200000, and a few correct decimal digits for n > 200000.
        Parameters:
        n - sample size
        x - value of Kolmogorov-Smirnov statistic
        Returns:
        complementary cumulative probability
      • main

        public static void main(String[] args)

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