Anderson Darling Test Excel Example. A powerful test that detects most departures from normality. For practical purposes the definition of the Anderson-Darling statistic given above needs to be turned to a computational formula.
Figure 4 Anderson-Darling test for normality. The following code illustrates how to conduct an A-D test to test whether or not a vector of 100 values follows a normal distribution. Repeat Example 2 of Kolmogorov-Smirnov Test for Normality using the Anderson-Darling test for normality the data is repeated in range A4A18 of Figure 4.
Enter data into column A.
15 1 2 1 2 1 ln ln1 n i n i i i p p A n. G critical n-1t critical nn-2 t 2 critical where t critical is the critical value of the t distribution with n-2 degrees of freedom and the significance level is αn for a single-tail test and α2n for a two-tailed test. In other words JB determines whether the data have the skew and kurtosis matching a normal distribution. Enter data into column A.
