jhplot.math
Class KolmogorovSmirnovDist
- java.lang.Object
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- jhplot.math.KolmogorovSmirnovDist
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public class KolmogorovSmirnovDist extends java.lang.Object
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.- Since:
- 1 March 2010
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Constructor Summary
Constructors Constructor and Description KolmogorovSmirnovDist()
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Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method and Description 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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Method Detail
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cdf
public 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. It returns at least 13 decimal digits of precision for n <= 140, at least 5 decimal digits of precision for 140 < n <= 100000, and a few correct decimal digits for n > 100000.- Parameters:
n
- sample sizex
- value of Kolmogorov-Smirnov statistic- Returns:
- cumulative probability
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fbar
public 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. It returns at least 10 decimal digits of precision for n <= 140, at least 5 decimal digits of precision for 140 < n <= 200000, and a few correct decimal digits for n > 200000.- Parameters:
n
- sample sizex
- value of Kolmogorov-Smirnov statistic- Returns:
- complementary cumulative probability
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main
public static void main(java.lang.String[] args)
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