Anderson Darling Normality Test Statistic. Anderson-Darling Normality Test Definition of Anderson-Darling Normality Test. Smaller Anderson-Darling values indicate that the distribution fits the data better.
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Then we highlight range C4D18 and press Ctrl-D. Smaller Anderson-Darling values indicate that the distribution fits the data better. The statistic is a squared distance that is weighted more heavily in the tails of the distribution.
The Anderson-Darling Test measures the area between a fitted line based on the chosen distribution and a nonparametric step function based on the plot points.
Anderson and Darling 1954 defined the statistic for this test as Wn2 nfFnx-Fx2 ip FXdFx 3 where 1J is a nonnegative weight function which can be computed by 1J Fxl - FxJ- 1. The AD test statistic belongs to the quadratic class of the EDF statistic in which it is based on the squared difference. The AndersonDarling test is a statistical test of whether a given sample of data is drawn from a given probability distribution. 2003 this test is the most powerful EDF tests.
