[jira] [Commented] (MATH-437) Kolmogorov Smirnov Distribution

["Phil Steitz (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/MATH-437?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13604413#comment-13604413 ] 

Phil Steitz commented on MATH-437:
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Pushing this to top of my [math] list.  The patch makes great use of our numerics :) but I have to think there are better ways to compute these things.  Also, we need to separate the test class, which should go into .stat.inference from the distribution class.  If this is the last bug holding up 3.2, feel free to bump to 4.0 or 3.3.
                
> 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
>            Priority: Minor
>             Fix For: 3.2
>
>         Attachments: ks-distribution.patch, 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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