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XLeratorDB/statistics Documentation

SQL Server Kolmogorov-Smirnov complementary cumulative distribution function


KSQ

Updated: 29 June 2012


Use KSQ to calculate the complementary Kolmogorov-Smirnov (KS) cumulative distribution function, Qks = 1 - Pks. The equation for the cumulative distribution function is:

SQL Server analytic function KSQ
 
Syntax
SELECT [wctStatistics].[wct].[KSQ] (
   <@z, float,>)
Arguments
@z
is the value at which to evaluate the function. @z is an expression of type float or of a type that can be implicitly converted to float
Return Types
Float
Remarks
·         @z must greater than or equal to 0
·         Qks(0) = 1
·         Qks(8) = 0
Examples
SELECT wct.KSQ(1) as KSQ
This produces the following result.
                   KSQ
----------------------
     0.269999671677355


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