Kolmogorov-Smirnov distribution

### 20.4.17 Kolmogorov-Smirnov distribution

The density function for the Kolmogorov-Smirnov distribution is given by

kolmogorovd(x)=1−2 |
∞
∑
k=1
| (−1)k−1 e−k2 x2 (12)

The kolmogorovd command computes this density function.

- kolmogorovd takes x, a real number.
- kolmogorovd(x) returns the density function of the Kolmogorov-Smirnov distribution at x, given by (12).

#### Example

kolmogorovd(1.36)

0.950514123245 |  |  |  |  |  |  |  |  |  |