Abstract
The distribution of Kolmogorov-Smirnov statistic can be globally approximated by a general beta distribution. The approximation is very simple and accurate. It can be easily implemented in any statistical software. Therefore, we can use a beta distribution to find the practical p-value of a goodness-of-fit test, which is much simpler than existing methods in the literature.
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Zhang, J., Wu, Y. Beta Approximation to the Distribution of Kolmogorov-Smirnov Statistic. Annals of the Institute of Statistical Mathematics 54, 577–584 (2002). https://doi.org/10.1023/A:1022463111224
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DOI: https://doi.org/10.1023/A:1022463111224