Affiliation:
1. Computer Centre, Australian National Univ., Canberra, Australia
Abstract
The algorithm calculates the exact cumulative distribution of the two-sided Kolmogorov-Smirnov statistic for samples with few observations. The general problem for which the formula is needed is to assess the probability that a particular sample comes from a proposed distribution. The problem arises specifically in data sampling and in discrete system simulation. Typically, some finite number of observations are available, and some underlying distribution is being considered as characterizing the source of the observations.
Publisher
Association for Computing Machinery (ACM)
Reference16 articles.
1. Computer methods for sampling from the exponential and normal distributions
2. Ahrens J.H. and Dieter U. Pseudo-random Numbers (preliminary version). Preprint of book to be published by Springer Part 2 Chs. 6-8. Ahrens J.H. and Dieter U. Pseudo-random Numbers (preliminary version). Preprint of book to be published by Springer Part 2 Chs. 6-8.
Cited by
67 articles.
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