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From "Luc Maisonobe (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (MATH-437) Kolmogorov Smirnov Distribution
Date Wed, 13 Mar 2013 17:16:14 GMT

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

Luc Maisonobe updated MATH-437:
-------------------------------

    Attachment: ks-distribution.patch

Would the ks-distribution.patch patch be an acceptable way to implement the real distribution
interface and solve the issue?

Note that the implementations is really basic numerical computation using the cumulative probability
as the reference. There are surely much better ways to do that. In particular, there seems
to be exact formulas to compute the first moments (see the comments in the code and in the
test case).

I did not set up the test case to implement the abstract test shared by all distributions,
but it would need to be done too.

If the patch is not acceptable, could we push this issue to 4.0?
                
> 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
>            Priority: Minor
>             Fix For: 3.2
>
>         Attachments: ks-distribution.patch, 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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