KSPINV

Updated 2024-03-08 16:54:31.057000

Syntax

SELECT [westclintech].[wct].[KSPINV] (
   <@P, float,>)

Description

Use the scalar function KSPINV to calculate the inverse of the Kolmogorov-Smirnov (KS) cumulative distribution function. 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}

Arguments

@P

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

Return Type

float

Remarks

@P must greater than zero and less than or equal to one.

Pks(0) = 0.

Pks(∞) = 1.

Examples

SELECT wct.KSPINV(0.730000328322645) as KSPINV;

This produces the following result.

{"columns":[{"field":"KSPINV","headerClass":"ag-right-aligned-header","cellClass":"ag-right-aligned-cell"}],"rows":[{"KSPINV":"1"}]}