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From "Phil Steitz (JIRA)" <>
Subject [jira] [Commented] (MATH-437) Kolmogorov Smirnov Distribution
Date Sat, 16 Mar 2013 20:40:12 GMT


Phil Steitz commented on MATH-437:

Pushing this to top of my [math] list.  The patch makes great use of our numerics :) but I
have to think there are better ways to compute these things.  Also, we need to separate the
test class, which should go into .stat.inference from the distribution class.  If this is
the last bug holding up 3.2, feel free to bump to 4.0 or 3.3.
> Kolmogorov Smirnov Distribution
> -------------------------------
>                 Key: MATH-437
>                 URL:
>             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]:

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