KSQINV

Updated 2024-03-08 17:01:53.150000

Syntax

SELECT [westclintech].[wct].[KSQINV] (
   <@Q, float,>)

Description

Use the scalar function KSQINV to calculate the inverse of the complementary Kolmogorov-Smirnov (KS) cumulative distribution function, Qks = 1 - Pks. 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

@Q

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

Return Type

float

Remarks

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

Qks(0) = 1.

Qks(∞) = 0.

Examples

SELECT wct.KSQINV(0.269999671677355) as KSQINV;

This produces the following result.

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