Algorithm 519: Three Algorithms for Computing Kolmogorov-Smirnov Probabilities with Arbitrary Boundaries and a Certification of Algorithm 487 [S14]

Subscribe (Full Service)


	Search: The ACM Digital Library The Guide

	Feedback

Algorithm 519: Three Algorithms for Computing Kolmogorov-Smirnov Probabilities with Arbitrary Boundaries and a Certification of Algorithm 487 [S14]

Full text

Pdf (489 KB)

Source

ACM Transactions on Mathematical Software (TOMS) archive
Volume 3 , Issue 3 (September 1977) table of contents

Pages: 285 - 294

Year of Publication: 1977

ISSN:0098-3500

Author

Ralph Kallman

Department of Mathematical Sciences, Ball State University, Muncie, IN

Publisher

ACM New York, NY, USA

Bibliometrics

Downloads (6 Weeks): 4, Downloads (12 Months): 26, Citation Count: 0

Additional Information:

appendices and supplements references index terms

Tools and Actions:	Request Permissions Review this Article Save this Article to a Binder Display Formats: BibTeX EndNote ACM Ref

DOI Bookmark:	Use this link to bookmark this Article: http://doi.acm.org/10.1145/355744.355754 What is a DOI?

APPENDICES and SUPPLEMENTS

RAKK, DURB, and EPST (519.gz) (3 KB)

RAKK is a generalization of Massey's method. DURB is Durbin's method. EPST is the Epanechnikov, Steck method: Kolmogorov-Smirnov probabilities with arbitrary boundaries
Gams: L5a1u

REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	DURBIN, J. Boundary crossing probabihties for the Brownian motion and Poisson processes and techmques for computing the power of the Kolmogrorov-Smirnov test. J. Appl. Probability 8 (1971), 431-453.
	2	DURBIn, J. D,stribution Theory for Tests Based on the Sample Distribution Function. SIAM, ,Philadelphia, Pa, 1973.
	3	MASSEY, F. A note on the estimation of a distribution function by confidence limits. Annals Math. Statist. 21 (1950), 116-119.
	4	John Pomeranz, Algorithm 487: Exact cumulative distribution of the Kolmorgorov-Smirnov statistic for small samples, Communications of the ACM, v.17 n.12, p.703-704, Dec 1974 [doi>10.1145/361604.361628]
	5	WILKS, S. Mathematical Statistics. Wiley, New York, 1962.

INDEX TERMS

Primary Classification:
G. Mathematics of Computing

Additional Classification:
F. Theory of Computation
F.1 COMPUTATION BY ABSTRACT DEVICES
F.1.2 Modes of Computation
Subjects: Probabilistic computation

G. Mathematics of Computing

General Terms:
Algorithms, Design, Theory

Adobe Acrobat

QuickTime

Windows Media Player

Real Player