The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
The art of computer programming, volume 2 (3rd ed.): seminumerical algorithms
ACM Computing Surveys (CSUR)
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ACM Transactions on Mathematical Software (TOMS)
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ACM Transactions on Mathematical Software (TOMS)
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ACM Transactions on Mathematical Software (TOMS)
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WSC '79 Proceedings of the 11th conference on Winter simulation - Volume 1
Gaussian random number generators
ACM Computing Surveys (CSUR)
Testing Random Number Generators by Walsh Transform
IEEE Transactions on Computers
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Proceedings of the 1982 conference on Cryptography
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The algorithm calculates the exact cumulative distribution of the two-sided Kolmogorov-Smirnov statistic for samples with few observations. The general problem for which the formula is needed is to assess the probability that a particular sample comes from a proposed distribution. The problem arises specifically in data sampling and in discrete system simulation. Typically, some finite number of observations are available, and some underlying distribution is being considered as characterizing the source of the observations.