Computation of the percentage points and the power for the two-sided Kolmogorov-Smirnov one sample test

Two recursive schemes are presented for the calculation of the probabilityP(g(x)≤Sn(x)≤h(x) for allx∈®), whereSn is the empirical distribution function of a sample from a continuous distribution andh, g are continuous and isotone functions. The results are specialized for the calculation of the distribution and the corresponding percentage points of the test statistic of the two-sided Kolmogorov-Smirnov one sample test. The schemes allow the calculation of the power of the test too. Finally an extensive tabulation of percentage points for the Kolmogorov-Smirnov test is given.