cvm_statistic_to_pvalue

simsit.uncertainty_metrics.cvm_statistic_to_pvalue(statistic, n)

Convert a Cramér-von Mises statistic to an approximate p-value.

Parameters

statisticfloat

Cramér-von Mises test statistic.

nint

Number of samples used to compute the statistic. Must be at least 5.

Returns

float

Approximate p-value.

Notes

This uses tabulated values from Stephens (1986) with a finite-sample correction. The result is an approximation and should be interpreted with caution, especially in the tails.