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PROB_KS

PROB_KS

Name


      PROB_KS

Purpose


      Return the significance of the Kolmogoroff-Smirnov statistic

Explanation


      Returns the significance level of an observed value of the
      Kolmogorov-Smirnov statistic D for an effective number of data points
      N_eff. Called by KSONE and KSTWO

Calling Sequence


      prob_ks, D, N_eff, probks

Input Parameters


      D - Kolmogorov statistic, floating scalar, always non-negative
      N_eff - Effective number of data points, scalar. For a 2 sided test
              this is given by (N1*N2)/(N1+N2) where N1 and N2 are the number
              of points in each data set.

Output Parameters


      probks - floating scalar between 0 and 1 giving the significance level of
              the K-S statistic. Small values of PROB suggest that the
              distribution being tested are not the same

Revision History


      Written W. Landsman August, 1992
      Corrected typo (termbv for termbf) H. Ebeling/W.Landsman March 1996
      Probably did not affect numeric result, but iteration went longer
      than necessary
      Converted to IDL V5.0 W. Landsman September 1997



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