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java.lang.ObjectKolmogorovSmirnovDist
public class KolmogorovSmirnovDist
This class computes both the cumulative probability P[D_n <= x] and the complementary cumulative probability P[D_n >= x] of the 2-sided 1-sample Kolmogorov-Smirnov distribution.
The Kolmogorov-Smirnov test statistic D_n is defined byD_n = sup_x |F(x) - S_n(x)|
where n is the sample size, S_n(x) is an empirical distribution function, and F(x) is a completely specified theoretical distribution.
| Constructor Summary | |
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KolmogorovSmirnovDist()
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| Method Summary | |
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static double |
cdf(int n,
double x)
Computes the cumulative probability P[D_n <= x] of the Kolmogorov-Smirnov distribution with sample size n at x. |
static double |
fbar(int n,
double x)
Computes the complementary cumulative probability P[D_n >= x] of the Kolmogorov-Smirnov distribution with sample size n at x. |
static void |
main(java.lang.String[] args)
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| Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
| Constructor Detail |
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public KolmogorovSmirnovDist()
| Method Detail |
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public static double cdf(int n,
double x)
n - sample sizex - value of Kolmogorov-Smirnov statistic
public static double fbar(int n,
double x)
n - sample sizex - value of Kolmogorov-Smirnov statistic
public static void main(java.lang.String[] args)
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