#ifndef _utl_Kolmogorov_h_ #define _utl_Kolmogorov_h_ // $Id: Kolmogorov.h 18212 2010-12-21 14:16:51Z darko $ namespace utl { /** Kolmogorov-Smirnov probability function Kolmogorov-Smirnov function returns the significance of Kolmogorov distance between two distributions, i.e. probability that the two distributions are the same (null hypothesis). Kolmogorov distance is obtained as an absolute value of the maximal difference of the two corresponding cumulative distributions (point-wise maximum). In case of comparing binned probability data to continuous probability call the function with N set to number of data. In case of comparing two binned distributions use the function that takes the two numbers of data N1 and N2. \author Darko Veberic \ingroup math */ double KolmogorovProbability(const int n, const double kolmogorovDistance); double KolmogorovProbability(const int n1, const int n2, const double kolmogorovDistance); } #endif // Configure (x)emacs for this file ... // Local Variables: // mode: c++ // End: