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Author Brent, Richard P.
Source ACM Digital Library
Content type Text
Publisher Association for Computing Machinery (ACM)
File Format PDF
Language English
Subject Keyword Random numbers ♦ Pseudo-random numbers ♦ Normal distribution ♦ Gaussian distribution
Abstract The algorithm calculates the exact cumulative distribution of the two-sided Kolmogorov-Smirnov statistic for samples with few observations. The general problem for which the formula is needed is to assess the probability that a particular sample comes from a proposed distribution. The problem arises specifically in data sampling and in discrete system simulation. Typically, some finite number of observations are available, and some underlying distribution is being considered as characterizing the source of the observations.
Description Affiliation: Computer Centre, Australian National Univ., Canberra, Australia (Brent, Richard P.)
Age Range 18 to 22 years ♦ above 22 year
Educational Use Research
Education Level UG and PG
Learning Resource Type Article
Publisher Date 2005-08-01
Publisher Place New York
Journal Communications of the ACM (CACM)
Volume Number 17
Issue Number 12
Page Count 3
Starting Page 704
Ending Page 706

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Source: ACM Digital Library