Kolmogorov-Smirnov limits and exact one-sided tail

Theorem 4.3.3 (two-sided Kolmogorov series L(d)), Theorem 4.3.5 (one-sided limit 1 - exp(-2 d^2)) and the Birnbaum-Tingey exact one-sided tail (eq. 4.3.5). Mirrors morie.fn.gb433/gb434bt/gb435/ gb4351.

Usage

morie_ks_limit(d, n = NULL, exact_c = NULL)

Arguments

d

argument of the limiting laws (d > 0).

n

sample size for the exact one-sided tail at c = d.

exact_c

threshold for the Birnbaum-Tingey formula in (0, 1).

Value

list: L (two-sided cdf), p_two_sided, one_sided_cdf, p_one_sided, bt_p_exceed (if exact_c and n given), chi2_stat.

References

Gibbons & Chakraborti (2021), Theorems 4.3.3, 4.3.5, eq. (4.3.5), Corollary 4.3.5.1.

Examples

morie_ks_limit(1.36)$L
#> [1] 0.9505141