Click or drag to resize
Accord.NET (logo)

KolmogorovSmirnovDistributionPelzGood Method

Pelz-Good algorithm for computing lower-tail areas of the Kolmogorov-Smirnov distribution.

Namespace:  Accord.Statistics.Distributions.Univariate
Assembly:  Accord.Statistics (in Accord.Statistics.dll) Version: 3.7.0
Syntax
public static double PelzGood(
	double n,
	double x
)
Request Example View Source

Parameters

n
Type: SystemDouble
x
Type: SystemDouble

Return Value

Type: Double
Remarks

As stated in Simard's paper, Pelz and Good (1976) generalized Kolmogorov's approximation to an asymptotic series in 1/sqrt(n).

References: Wolfgang Pelz and I. J. Good, "Approximating the Lower Tail-Areas of the Kolmogorov-Smirnov One-Sample Statistic", Journal of the Royal Statistical Society, Series B. Vol. 38, No. 2 (1976), pp. 152-156

See Also