Hi everyone,

I have a data of about 250,000 observations.
I have generated the Kolmogorov-Smirnov 
statistic that shows the maximum difference/separation
between two distributions.

My question is this: How could one establish
the confidence region/interval for the computed
statistic? Does it even make sense to do it
in this case of so many observations?
I'll appreciate all pointers.

SJ.


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