What Is The Anderson Darling Test. X X and x zi. This test is named after Theodore Wilbur Anderson and Donald A.
If you calculate a weighted version of the Cramr-von Mises with weights inversely proportional to this variance then you end up with the Anderson-Darling statistic. Anderson Stanford University February 18 2010 1 Introduction. However Anderson-Darling statistics that are calculated for different distributions may not be directly comparable.
Anderson Stanford University February 18 2010 1 Introduction.
For a specified data set and distribution the better the distribution fits the data the smaller this statistic will be. Darling who derived this procedure in 1952. The Anderson-Darling test Stephens1974 is used to test if a sample of data comes from a specific distribution. Test for Distributional Adequacy The Anderson-Darling test Stephens 1974 is used to test if a sample of data came from a population with a specific distribution.
