SciPy

scipy.special.kolmogi

scipy.special.kolmogi(p) = <ufunc 'kolmogi'>

Inverse Survival Function of Kolmogorov distribution

It is the inverse function to kolmogorov. Returns y such that kolmogorov(y) == p.

Parameters:
p : float array_like

Probability

Returns:
float

The value(s) of kolmogi(p)

See also

kolmogorov
The Survival Function for the distribution
scipy.stats.kstwobign
Provides the functionality as a continuous distribution

smirnov, smirnovi

Notes

kolmogorov is used by stats.kstest in the application of the Kolmogorov-Smirnov Goodness of Fit test. For historial reasons this function is exposed in scpy.special, but the recommended way to achieve the most accurate CDF/SF/PDF/PPF/ISF computations is to use the stats.kstwobign distrubution.

Examples

>>> from scipy.special import kolmogi
>>> kolmogi([0, 0.1, 0.25, 0.5, 0.75, 0.9, 1.0])
array([        inf,  1.22384787,  1.01918472,  0.82757356,  0.67644769,
        0.57117327,  0.        ])

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