[SciPy-User] KS 2-sample p-value

Moy moy.misc at gmail.com
Fri Jun 10 15:02:02 EDT 2016


Hi folks.

I'm curious about the p-value computation for the 2-sample KS test
(lines 4298-4302 here [1], link below).

Can someone please give me a reference for this, in particular for the
mysterious "en + 0.12 + 0.11 / en" piece?  I've looked at the MIT
OpenCourseWare notes on KS [2] and at the SciPy docs for kstwobign but
I'm still totally confuzzled by that piece.

Thanks for your time!

Moy

1: https://github.com/scipy/scipy/blob/master/scipy/stats/stats.py#L4298
2:
http://ocw.mit.edu/courses/mathematics/18-443-statistics-for-applications-fall-2006/lecture-notes/lecture14.pdf





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