KSccdf
Updated: 29 June 2012
Use KSccdf to compute the complementary cumulative probability P[Dn >= x] of the Kolmogorov-Smirnov distribution with sample size n at x.
Syntax
SELECT [wctStatistics].[wct].[KSccdf](
<@n, int,>
,<@k, float,>)
Arguments
@n
is the sample size. @n is an expression of type int or of a type that can be implicitly converted to int.
@x
is the maximum magnitude of the discrepancy between the empirical and proposed distributions. @x is an expression of type float or of a type that can be implicitly converted to float.
Return Types
Float
Remarks
· If @n < 0 then KSccdf = 1
· If @x < 0 then KSccdf = 1
Examples
SELECT n
,sqrt(18.0/n) as x
,wct.KSCCDF(n, sqrt(18.0/n)) as ks
FROM (VALUES (50.0),(100.0),(500.0),(1000.0),(5000.0),(10000.0),(50000.0),(10E5),(10E6),(10E7),(10E8))p(n)
This produces the following result.
n x ks
---------------------- ---------------------- ----------------------
50 0.6 9.6340704561422E-18
100 0.424264068711929 7.60653219848608E-17
500 0.189736659610103 3.09340954271647E-16
1000 0.134164078649987 3.69599264243387E-16
5000 0.06 4.33712332368773E-16
10000 0.0424264068711929 4.44862619998983E-16
50000 0.0189736659610103 4.56828378005821E-16
1000000 0.00424264068711928 4.62531376662394E-16
10000000 0.00134164078649987 4.63483518913332E-16
100000000 0.000424264068711929 4.63772741835367E-16
1000000000 0.000134164078649987 4.63863011932784E-16