`scipy.stats._continuous_distns:kstwobign_gen`

source: /scipy/stats/_continuous_distns.py:294

Signature

class kstwobign_gen(momtype = 1, a = None, b = None, xtol = 1e-14, badvalue = None, name = None, longname = None, shapes = None, seed = None)

Members

Summary

Limiting distribution of scaled Kolmogorov-Smirnov two-sided test statistic.

Extended Summary

This is the asymptotic distribution of the two-sided Kolmogorov-Smirnov statistic $n D_{n}$ that measures the maximum absolute distance of the theoretical (continuous) CDF from the empirical CDF. (see kstest).

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Notes

$n D_{n}$ is given by

D_{n} = sup_{x} ∣ F_{n} (x) - F (x) ∣

where $F$ is a continuous CDF and $F_{n}$ is an empirical CDF. kstwobign describes the asymptotic distribution (i.e. the limit of $n D_{n}$ ) under the null hypothesis of the KS test that the empirical CDF corresponds to i.i.d. random variates with CDF $F$ .

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Aliases

scipy.stats._continuous_distns.kstwobign_gen