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Kolmogorov-Smirnov Distribution #295

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bvenn opened this issue Sep 21, 2023 · 0 comments
Open

Kolmogorov-Smirnov Distribution #295

bvenn opened this issue Sep 21, 2023 · 0 comments
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Difficulty: Advanced Hackathon projects with beginner difficulty FsLab Hackathon 2023 Implementation projects for the 2023 FsLab Hackathon Status: Available

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@bvenn
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bvenn commented Sep 21, 2023

Description

The Kolmogorov-Smirnov (KS) two-sided test statistic Dn is widely used to measure the
goodness-of-fit between the empirical distribution of a set of n observations and a given
continuous probability distribution.
Simard & L’Ecuyer (2011) [1]

The Kolmogorov-Smirnov distribution is still missing within the FSharp.Stats probability distributions. This issue requires much domain knowledge since various approximations with different precisions were published over the years. Comparison to other packages is mandatory.
Of course you can start developing in notebooks/scripts and afterwards we try to incorporate into the library.

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@bvenn bvenn added Difficulty: Advanced Hackathon projects with beginner difficulty FsLab Hackathon 2023 Implementation projects for the 2023 FsLab Hackathon Status: Available labels Sep 21, 2023
@bvenn bvenn moved this to Status: Available in FsLab Hackathon 2023 Sep 21, 2023
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Labels
Difficulty: Advanced Hackathon projects with beginner difficulty FsLab Hackathon 2023 Implementation projects for the 2023 FsLab Hackathon Status: Available
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