Documentation API of the 'org.apache.commons.math3.distribution.KolmogorovSmirnovDistribution' Java class
KolmogorovSmirnovDistribution
org.apache.commons.math3.distribution

Class KolmogorovSmirnovDistribution

  • All Implemented Interfaces:
    Serializable


    public class KolmogorovSmirnovDistributionextends Objectimplements Serializable
    Implementation of the Kolmogorov-Smirnov distribution.

    Treats the distribution of the two-sided P(D_n < d) where D_n = sup_x |G(x) - G_n (x)| for the theoretical cdf G and the empirical cdf G_n.

    This implementation is based on [1] with certain quick decisions for extreme values given in [2].

    In short, when wanting to evaluate P(D_n < d), the method in [1] is to write d = (k - h) / n for positive integer k and 0 <= h < 1. Then P(D_n < d) = (n! / n^n) * t_kk, where t_kk is the (k, k)'th entry in the special matrix H^n, i.e. H to the n'th power.

    References:

    Note that [1] contains an error in computing h, refer to MATH-437 for details.

    See Also:
    Kolmogorov-Smirnov test (Wikipedia), Serialized Form

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