Kolmogorov-Smirnov distribution

The density function for the Kolmogorov-Smirnov distribution is given by

kolmogorovd(x)=1−2

∞

∑

k=1

(−1)^k−1 e^−k² x² (12)

The kolmogorovd command computes this density function.

kolmogorovd takes x, a real number.
kolmogorovd(x) returns the density function of the Kolmogorov-Smirnov distribution at x, given by (12).

kolmogorovd(1.36)

0.950514123245