Class KolmogorovDistribution

  • All Implemented Interfaces:
    ProbabilityDistribution

    public class KolmogorovDistribution
    extends Object
    implements ProbabilityDistribution
    The Kolmogorov distribution is the distribution of the Kolmogorov-Smirnov statistic. The statistic is defined as the supremum of the absolute difference between the empirical and reference distributions.
    See Also:
    • "George Marsaglia, Wai Wan Tsang, Jingbo Wang, "Evaluating Kolmogorov's distribution," Journal of Statistical Software, 8/18."
    • "J. H. Drew, A. G. Glen, and L. M. Leemis, "Computing the cumulative distribution function of the Kolmogorov-Smirnov statistic," Computational Statistics and Data Analysis 34 (2000) 1-15."
    • Wikipedia: Kolmogorov distribution