The Kolmogorov-Smirnov distribution: kolmogorovd

The density function for the Kolmogorov-Smirnov distribution is given by

kolmogorovd(x) = 1 − 2

∞

∑

k=1

(−1)^k−1 e^−k² x² (12)

The kolmogorovd command computes this density function.

kolmogorovd takes one arguments:
x, a real number.
kolmogorovd(x) returns the density function of the Kolmogorov-Smirnov distribution at x, given by (12).

Example.
Input:

kolmogorovd(1.36)

Output:

0.950514123245