scipy.stats._hypotests:_cdf_cvm_inf

Extended Summary

See equation 1.2 in Csörgő, S. and Faraway, J. (1996).

Implementation based on MAPLE code of Julian Faraway and R code of the function pCvM in the package goftest (v1.1.1), permission granted by Adrian Baddeley. Main difference in the implementation: the code here keeps adding terms of the series until the terms are small enough.

The function is not expected to be accurate for large values of x, say x > 4, when the cdf is very close to 1.