idlastro / Math and Statistics: PROB_KS

[Source code]

NAME
PROB_KS
PURPOSE
Return the significance of the Kolmogoroff-Smirnov statistic
EXPLANATION
Returns the significance level of an observed value of the 
Kolmogorov-Smirnov statistic D for an effective number of data points
N_eff.   Called by KSONE and KSTWO
CALLING SEQUENCE
prob_ks, D, N_eff, probks
INPUT PARAMETERS
D -  Kolmogorov 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 K-S 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