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https://issues.apache.org/jira/browse/MATH-437?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Phil Steitz reopened MATH-437:
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Assignee: Phil Steitz (was: Mikkel Meyer Andersen)
The implementation class is in the distribution package, but does not implement
a distribution interface. We should either implement the missing methods or
move this class (probably renamed) to .stat.inference. In either case, we
should implement methods making it easy to set up and execute K-S tests.
> Kolmogorov Smirnov Distribution
> -------------------------------
>
> Key: MATH-437
> URL: https://issues.apache.org/jira/browse/MATH-437
> Project: Commons Math
> Issue Type: New Feature
> Reporter: Mikkel Meyer Andersen
> Assignee: Phil Steitz
> Priority: Minor
> Fix For: 3.0
>
> Attachments: MATH437-with-test-take-1
>
> Original Estimate: 0.25h
> Remaining Estimate: 0.25h
>
> 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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