fslaborg / fslaborg/FSharp.Stats

[Feature Request] Kolmogorov distribution

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enhancement
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F#
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Description

**Is your feature request related to a problem? Please describe.**
In order to calculate a p-value, a given test statistic must be matched against the CDF of its respective distribution. For implementing Kolmogorov-Smirnov tests, the Kolmogorov distribution is needed.

**Describe the solution you'd like**
Implement a Kolmogorov distribution.

**Describe alternatives you've considered**
There are no alternatives.

**Additional context**
https://stats.stackexchange.com/questions/389034/kolmogorov-smirnov-test-calculating-the-p-value-manually
Maybe the answers given there might help.

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