public static double Durbin( int n, double d )
Public Shared Function Durbin ( n As Integer, d As Double ) As Double
The method presented by Marsaglia (2003), as stated in the paper, is based on a succession of developments starting with Kolmogorov and culminating in a masterful treatment by Durbin (1972). Durbin's monograph summarized and extended many previous works published in the years 1933-73.
This function implements the small C procedure provided by Marsaglia on his paper with corrections made by Simard (2010). Further optimizations also have been performed.References: - Marsaglia, G., Tsang, W. W., Wang, J. (2003) "Evaluating Kolmogorov's Distribution", Journal of Statistical Software, 8 (18), 1–4. jstor. Available on: http://www.jstatsoft.org/v08/i18/paper - Durbin, J. (1972) Distribution Theory for Tests Based on The Sample Distribution Function, Society for Industrial & Applied Mathematics, Philadelphia.