The implementation of the discrete Kolmogorov-
Smirnov test involves two steps. First, the particular
test statistic is calculated (corresponding to the desired
one-sided or two-sided test). Then, the p-value
for that particular test statistic may be computed.
The form of the test statistic is the same as in the
continuous case; it would seem that no additional
work would be required for the implementation, but
this is not the case. Consider two non-decreasing functions
f and g, where the function f is a step function
with jumps on the set fx1, . . . xNg and g is continuous
(the classical Kolmogorov-Smirnov situation)