A Small Sample Power Study of the Anderson-Darling Statistic and a Comparison with the Kolmogorov and the Cramer-Von Mises Statistics

Abstract

The Anderson-Darling goodness-of-fit procedure emphasizes agreement between the data and the hypothesized distribution in the extremes or tails. An improved table of the quantiles of the Anderson-Darling statistic, useful for small sample sizes, was constructed using the Cray-2 supercomputer. The power of the Anderson-Darling test is compared to the Kolmogorov and the Cramer-von Mises tests when the null hypothesis is the normal distribution and the alternative distributions are the Cauchy, the double exponential, and the extreme value distributions.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1989
Accession Number
ADA215168

Entities

People

  • Henry B. Tingey
  • Linda L. Moss
  • Malcolm S. Taylor

Organizations

  • Ballistic Research Laboratory

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • C Programming Language
  • Commerce
  • Computer Programming
  • Data Science
  • Distribution Curves
  • Distribution Functions
  • Information Science
  • Monte Carlo Method
  • New York
  • Normal Distribution
  • Plastic Explosives
  • Programming Languages
  • Random Variables
  • Simulations
  • Statistics
  • United States
  • Weighting Functions

Fields of Study

  • Mathematics

Readers

  • Statistical inference.