Kolmogorov Smirnov Distribution
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Key: MATH-437
URL: https://issues.apache.org/jira/browse/MATH-437
Project: Commons Math
Issue Type: New Feature
Reporter: Mikkel Meyer Andersen
Assignee: Mikkel Meyer Andersen
Priority: Minor
Kolmogorov-Smirnov test (see [1]) is used to test if one sample against a known
probability density functions or if two samples are from the same distribution.
To evaluate the test statistic, the Kolmogorov-Smirnov distribution is used.
Quite good asymptotics exist for the one-sided test, but it's more difficult
for the two-sided test.
[1]: http://en.wikipedia.org/wiki/Kolmogorov%E2%80%93Smirnov_test
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