KSLCore/ksl.utilities.distributions/KolmogorovSmirnovDist/cdf

cdf

fun cdf(n: Int, x: Double): Double

Computes the cumulative probability PD_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.

Return

cumulative probability

Parameters

n

sample size

x

value of Kolmogorov-Smirnov statistic