Re: [Boost-users] math statistical: Kolmogorov-Smirnov distribution

Subject: Re: [Boost-users] math statistical: Kolmogorov-Smirnov distribution
From: Matwey V. Kornilov (matwey.kornilov_at_[hidden])
Date: 2011-02-07 08:54:55

Exactly speaking You cannot convert your sqtr(n) D value to p-value without 
K-S distribution. And this way you cannot reject or accept a hypothesis with 
alpha level.

As far as I remember, a framework for series summation exists in 
math.special so well-known series representation can be used to calculate at 
least asymptotic(n->inf) cdf which was obtained by Kolmogorov.

I think this implementation is sufficient for many particular uses but 
implementation distributions for low n is also of interest.

John Maddock wrote:

>> Isn't there KS-distribution in boost.math? I didn't find this but maybe I
>> missed something.
>>
>> As far as I understand there is no way to perform KS-test using
>> boost.math framework due to absence of needed statistic.
> 
> Point taken, it's not there because no-one has asked for it yet, and
> because it's dammed hard to calculate ;-)
> 
> I'll add it to the TODO list.
> 
> Regards, John.