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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−1ek2x2 (12)

The kolmogorovd command computes this density function.

Example

kolmogorovd(1.36)
     
0.950514123245           

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