KolmogorovSmirnovDistributionPelzGood Method

public static double PelzGood(
	double n,
	double x
)

Public Shared Function PelzGood ( 
	n As Double,
	x As Double
) As Double

Parameters

n

Type: SystemDouble

x

Type: SystemDouble

Return Value

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

Reference