Conover W J (1980) Practical Nonparametric Statistics Wiley
Feller W (1948) On the Kolmogorov–Smirnov limit theorems for empirical distributions Ann. Math. Statist.19 179–181
Kendall M G and Stuart A (1973) The Advanced Theory of Statistics (Volume 2) (3rd Edition) Griffin
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Smirnov N (1948) Table for estimating the goodness of fit of empirical distributions Ann. Math. Statist.19 279–281
1: – IntegerInput
On entry: , the number of observations in the sample.
2: – doubleInput
On entry: contains the test statistic, or .
3: – NagError *Input/Output
The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).
6Error Indicators and Warnings
Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface for further information.
On entry, .
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 7.5 in the Introduction to the NAG Library CL Interface for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.
On entry, or : .
The large sample distribution used as an approximation to the exact distribution should have a relative error of less than % for most cases.
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
g01eyc is not threaded in any implementation.
The upper tail probability for the two-sided statistic, , can be approximated by twice the probability returned via g01eyc, that is . (Note that if the probability from g01eyc is greater than then the two-sided probability should be truncated to ). This approximation to the tail probability for is good for small probabilities, (e.g., ) but becomes very poor for larger probabilities.
The time taken by the function increases with , until . At this point the approximation is used and the time decreases significantly. The time then increases again modestly with .
The following example reads in different sample sizes and values for the test statistic . The upper tail probability is computed and printed for each case.