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decus_20tap2_198111
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decus/20-0026/smirn.doc
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SUBROUTINE SMIRN
PURPOSE
COMPUTES VALUES OF THE LIMITING DISTRIBUTION FUNCTION FOR
THE KOLMOGOROV-SMIRNOV STATISTIC.
USAGE
CALL SMIRN(X,Y)
DESCRIPTION OF PARAMETERS
X - THE ARGUMENT OF THE SMIRN FUNCTION
Y - THE RESULTANT SMIRN FUNCTION VALUE
REMARKS
Y IS SET TO ZERO IF X IS NOT GREATER THAN 0.27, AND IS SET
TO ONE IF X IS NOT LESS THAN 3.1. ACCURACY TESTS WERE MADE
REFERRING TO THE TABLE GIVEN IN THE REFERENCE BELOW.
TWO ARGUMENTS, X= 0.62, AND X = 1.87 GAVE RESULTS WHICH
DIFFER FROM THE SMIRNOV TABLES BY 2.9 AND 1.9 IN THE 5TH
DECIMAL PLACE. ALL OTHER RESULTS SHOWED SMALLER ERRORS,
AND ERROR SPECIFICATIONS ARE GIVEN IN THE ACCURACY TABLES
IN THIS MANUAL. IN DOUBLE PRECISION MODE, THESE SAME
ARGUMENTS RESULTED IN DIFFERENCES FROM TABLED VALUES BY 3
AND 2 IN THE 5TH DECIMAL PLACE. IT IS NOTED IN
LINDGREN (REFERENCE BELOW) THAT FOR HIGH SIGNIFICANCE LEVELS
(SAY, .01 AND .05) ASYMPTOTIC FORMULAS GIVE VALUES WHICH ARE
TOO HIGH ( BY 1.5 PER CENT WHEN N = 80). THAT IS, AT HIGH
SIGNIFICANCE LEVELS, THE HYPOTHESIS OF NO DIFFERENCE WILL BE
REJECTED TOO SELDOM USING ASYMPTOTIC FORMULAS.
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
NONE
METHOD
THE METHOD IS DESCRIBED BY W. FELLER-ON THE KOLMOGOROV-
SMIRNOV LIMIT THEOREMS FOR EMPIRICAL DISTRIBUTIONS- ANNALS
OF MATH. STAT., 19, 1948, 177-189, BY N. SMIRNOV--TABLE
FOR ESTIMATING THE GOODNESS OF FIT OF EMPIRICAL
DISTRIBUTIONS- ANNALS OF MATH. STAT., 19, 1948, 279-281,
AND GIVEN IN LINDGREN, STATISTICAL THEORY, THE MACMILLAN
COMPANY, N. Y., 1962.