idlastro / Math and Statistics: PROB_KUIPER

[Source code]

NAME
PROB_KUIPER
PURPOSE
Return the significance of the Kuiper statistic
EXPLANATION
Returns the significance level of an observed value of the
Kuiper statistic D for an effective number of data points
N_eff.   Called by KUIPERONE
CALLING SEQUENCE
prob_kuiper, D, N_eff, probks
INPUT PARAMETERS
D -  Kuiper 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 Kuiper 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
Adapted from PROB_KS    J. Ballet     July 2003