pKolmogorov

pKolmogorov(n, x, tail=False)

Cumulative distribution function of a Kolmogorov distribution.

Parameters:
nint

The number of the iid observations.

xfloat

Location.

tailbool

Tail flag.

Default value is False.

If True, the complementary CDF is computed.

Returns:
pfloat

The CDF or the complementary CDF at x.

Notes

The Kolmogorov distribution is the distribution of D_n = \sup_y \|F(y) - F_n(y) \| where F_n is the empirical cumulative distribution built from n independent and identically distributed observations and F the cumulative distribution to be tested.

We use the algorithm and the selection strategy is described in [simard2011].

Examples

>>> import openturns as ot
>>> cdf = ot.DistFunc.pKolmogorov(100, 0.1)