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From "Mikkel Meyer Andersen (JIRA)" <j...@apache.org>
Subject [jira] Updated: (MATH-437) Kolmogorov Smirnov Distribution
Date Fri, 18 Mar 2011 15:42:29 GMT

     [ https://issues.apache.org/jira/browse/MATH-437?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Mikkel Meyer Andersen updated MATH-437:
---------------------------------------

    Attachment: MATH437-with-test-take-1

A proposal based on the method mainly by Marsaglia et al. optimised for extreme values as
described by Simard et al. This method delivers consistent results comparing to R on the test
cases tried.

> Kolmogorov Smirnov Distribution
> -------------------------------
>
>                 Key: MATH-437
>                 URL: https://issues.apache.org/jira/browse/MATH-437
>             Project: Commons Math
>          Issue Type: New Feature
>            Reporter: Mikkel Meyer Andersen
>            Assignee: Mikkel Meyer Andersen
>            Priority: Minor
>             Fix For: 3.0
>
>         Attachments: MATH437-with-test-take-1
>
>   Original Estimate: 0.25h
>  Remaining Estimate: 0.25h
>
> Kolmogorov-Smirnov test (see [1]) is used to test if one sample against a known probability
density functions or if two samples are from the same distribution. To evaluate the test statistic,
the Kolmogorov-Smirnov distribution is used. Quite good asymptotics exist for the one-sided
test, but it's more difficult for the two-sided test.
> [1]: http://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test

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