[Feature Request] Kolmogorov distribution

[omaus]

Is your feature request related to a problem? Please describe. In order to calculate a p-value, a given test statistic must be matched against the CDF of its respective distribution. For implementing Kolmogorov-Smirnov tests, the Kolmogorov distribution is needed.

Describe the solution you'd like Implement a Kolmogorov distribution.

Describe alternatives you've considered There are no alternatives.

Additional context https://stats.stackexchange.com/questions/389034/kolmogorov-smirnov-test-calculating-the-p-value-manually Maybe the answers given there might help.