An efficient approximate algorithm for the Kolmogorov—Smirnov and Lilliefors tests†
Teofilo Gonzales, Sartaj K. Sahni, William R. Franta · Journal of Statistical Computation and Simulation · 1978
In an earlier paper we presented a linear time algorithm for computing the Kolmogorov–Smirnov and Lilliefors test statistics. In this paper we present a linear time approximate algorithm which requires less memory than the previous algorithm.