org.apache.commons.math.distribution
Interface KolmogorovSmirnovDistribution

All Known Implementing Classes:

KolmogorovSmirnovDistributionImpl

public interface KolmogorovSmirnovDistribution

Treats the distribution of the two-sided P(Dn< d) where Dn= sup_x | G(x) - Gn (x) | for the theoretical cdf G and the emperical cdf Gn.

Version:

$Id: KolmogorovSmirnovDistribution.java 1131229 2011-06-03 20:49:25Z luc $

Method Summary

double

cdf(double d) Calculates P(Dn < d).

Method Detail

cdf

double cdf(double d)

Calculates P(D_n < d).

Parameters:

d - statistic

Returns:

the two-sided probability of P(D_n < d)