The Anderson-Darling Statistic

Abstract

The Anderson-Darling statistic A squared is a goodness-of-fit statistic, based on the empirical distribution function. Its asymptotic distribution can be found for testing many important distributions when unknown parameters must be estimated from the data. Furthermore, A squared can be easily adapted so that only the asymptotic points are needed for testing purposes. A squared also is easy to calculate, and has overall good power properties. The report gives a review of A squared and tables for testing the following distributions - normal, exponential, gamma, extreme-value and Weibull, and logistic; points are given also for testing any completely specified continuous distribution.

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Document Details

Document Type
Technical Report
Publication Date
Oct 31, 1979
Accession Number
ADA079807

Entities

People

  • Michael A. Stephens

Organizations

  • Stanford University

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Abstracts
  • Analysis Of Variance
  • Classification
  • Data Science
  • Distribution Functions
  • Distribution Theory
  • Goodness Of Fit Tests
  • Information Science
  • Military Research
  • Normal Distribution
  • Normality
  • Order Statistics
  • Probability
  • Random Variables
  • Security
  • Statistics
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Statistical inference.