An Improved Evaluation of Kolmogorovs Distribution
We propose a new algorithm for computing extreme probabilities of Kolmogorov's goodness-of-fit measure, Dn . This algorithm is an improved version of the method originally proposed by Wang, Tsang, and Marsaglia (2003) based on a result from Durbin (1973). The new algorithm keeps the same numeri...
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| Format: | Article |
| Language: | English |
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Foundation for Open Access Statistics
2015-06-01
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| Series: | Journal of Statistical Software |
| Online Access: | http://www.jstatsoft.org/index.php/jss/article/view/2267 |