4 Dec
2008
4 Dec
'08
3:31 a.m.
Hi, I forgot to ask: I took the speed of convergence correction for the asymptotic KS distribution from the existing implementation. With a quick look on the internet I didn't find any reference for the correction. en = np.sqrt(n1*n2/float(n1+n2)) # same as in http://en.wikipedia.org/wiki/Kolmogorov-Smirnov_test prob = ksprob((en+0.12+0.11/en)*d) I'm curious why it is not just the sqrt(n) analog, i.e. prob = ksprob(en*d) I tried it in the Monte Carlo and ksprob(en*d) has slightly less power than ksprob((en+0.12+0.11/en)*d). Josef