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March, 1959 On the Distribution of the Kolmogorov-Smirnov D-Statistic
Pedro Egydio
Ann. Math. Statist. 30(1): 173-176 (March, 1959). DOI: 10.1214/aoms/1177706371


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.


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Pedro Egydio. "On the Distribution of the Kolmogorov-Smirnov D-Statistic." Ann. Math. Statist. 30 (1) 173 - 176, March, 1959.


Published: March, 1959
First available in Project Euclid: 27 April 2007

zbMATH: 0099.34702
MathSciNet: MR100942
Digital Object Identifier: 10.1214/aoms/1177706371

Rights: Copyright © 1959 Institute of Mathematical Statistics

Vol.30 • No. 1 • March, 1959
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