G102: Kolmogorov Distribution

Author(s): F. James, K.S. Kölbig	Library: MATHLIB
Submitter:	Submitted: 15.10.1976
Language: Fortran	Revised: 15.03.1993

Function subprogram PROBKL calculates the Kolmogorov distribution function

for real arguments X.

Structure:

FUNCTION subprogram
User Entry Name: PROBKL

Usage:

In any arithmetic expression,

PROBKL(X) has the value ,

where PROBKL and X are of type REAL.

Method:

Direct evaluation or using functional relations.

Accuracy:

Approximately seven digits are correct. Results smaller than (corresponding to X > 6.8116) are set to zero. Note that the above formula has a statistical meaning only for "large" N (>10).

Notes:

1. For an experimental distribution with N events and a maximum deviation from a hypothetical distribution, with gives the confidence level for the null hypothesis.
2. To compare two experimental distributions with M and N events, respectively, one may use .