Anderson Darling Test R. For a specified data set and distribution the better the distribution fits the data the smaller this statistic will be. This function produces a test statistic W along with a corresponding p-value.
The test statistic is A -n -frac 1 n sum_ i1 n 2i-1 ln p_ i ln 1 - p_ n-i1 where p_ i Phi x_ i - overline xs. 541 4 4 gold badges 7 7 silver badges 13 13. Anderson Stanford University February 18 2010 1 Introduction.
The Anderson Darling Statistic is a member of the group of Goodness-of-Fit statistics which has come to be known as EDF statistics Stephens 1974 because they are based on a comparison of the empirical distribution function of a given sample with the theoretical distribution to be tested.
For a specified data set and distribution the better the distribution fits the data the smaller this statistic will be. This type of test is useful for testing for normality which is a common assumption used in many statistical tests including regression ANOVA t-tests and. Anderson-Darling Tests of Goodness-of-Fit T. Sigma is the standard deviation of AD statistic.
