IMSL C# Numerical Library

KolmogorovOneSample.TwoSidedPValue Property

Probability of the statistic exceeding D under the null hypothesis of equality and against the two-sided alternative.

public double TwoSidedPValue {get;}

Remarks

This probability is twice the probability, p_1, reported by OneSidedPValue, (or 1.0 if p_1 \ge 1/2). This approximation is nearly exact when p_1 \lt 0.1.

See Also

KolmogorovOneSample Class | Imsl.Stat Namespace