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KolmogorovSmirnovDistributionDurbin Method

Durbin's algorithm for computing P[Dn < d]

Namespace:  Accord.Statistics.Distributions.Univariate
Assembly:  Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
Syntax
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public static double Durbin(
	int n,
	double d
)
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Parameters

n
Type: SystemInt32
d
Type: SystemDouble

Return Value

Type: Double
Remarks

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.
See Also