A statistic defined to improve the Kolmogorov-Smirnov Test in the Tails.
See also Anderson-Darling Statistic
References
Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T.
Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge
University Press, p. 621, 1992.