SQL Server KSQ Function

Updated 2024-03-08 16:57:12.080000

Description

Use the scalar function KSQ to calculate the complementary Kolmogorov-Smirnov (KS) cumulative distribution function, Q_ks = 1 - P_ks. The equation for the cumulative distribution function is:

\operatorname{P}_{ks}(z)=1-2\sum_{j=1}^\infty (-1)^{j-1} e^{-2j^2 z^2}

Syntax

SELECT [westclintech].[wct].[KSQ] (
   <@z, float,>)

Arguments

@z

is the value at which to evaluate the function. @z is an expression of type float or of a type that can be implicitly converted to float.

Return Type

float

Remarks

@z must greater than or equal to 0.

Q_ks(0) = 1.

Q_ks(∞) = 0.

Examples

SELECT wct.KSQ(1) as KSQ;

This produces the following result.