On the Distribution of the Kolmogorov-Smirnov D-Statistic
Egydio, Pedro
Ann. Math. Statist., Tome 30 (1959) no. 4, p. 173-176 / Harvested from Project Euclid
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Gnedenko and Korolyuk [1] have pointed out that the exact distribution of the Kolmogorov-Smirnov $D$-statistic can be obtained explicitly by solving a certain double-boundary random walk problem, which, in turn, is solved by the principle of reflection. This principle is employed here in what is believed to be a new way to derive Gnedenko's and Korolyuk's result.
Publié le : 1959-03-14
Classification:  
@article{1177706371,
     author = {Egydio, Pedro},
     title = {On the Distribution of the Kolmogorov-Smirnov D-Statistic},
     journal = {Ann. Math. Statist.},
     volume = {30},
     number = {4},
     year = {1959},
     pages = { 173-176},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177706371}
}

Egydio, Pedro. On the Distribution of the Kolmogorov-Smirnov D-Statistic. Ann. Math. Statist., Tome 30 (1959) no. 4, pp.  173-176. http://gdmltest.u-ga.fr/item/1177706371/