# 柯尔莫哥洛夫-斯米尔诺夫检验

## 柯尔莫哥洛夫分布

${\displaystyle K=\sup _{t\in [0,1]}|B(t)|,}$

${\displaystyle \operatorname {Pr} (K\leq x)=1-2\sum _{i=1}^{\infty }(-1)^{i-1}e^{-2i^{2}x^{2}}={\frac {\sqrt {2\pi }}{x}}\sum _{i=1}^{\infty }e^{-(2i-1)^{2}\pi ^{2}/(8x^{2})}.}$

## 参考文献

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