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Add to Your statistic toolbox this functions:KolmCdf - Kolmogorov cumulative distribution function:F(x)=sum((-1)^n*exp(-2*n^2*x^2),n,-inf,inf);KolmPdf - Kolmogorov probability distribution function;KolmInv - Inverse of the Kolmogorov cumulative distribution function.
Platforms: Matlab