The Anderson-Darling Statistic

摘要

The Anderson-Darling statistic A squared is a goodness-of-fit statistic, based on the empirical distribution function. Its asymptotic distribution can be found for testing many important distributions when unknown parameters must be estimated from the data. Furthermore, A squared can be easily adapted so that only the asymptotic points are needed for testing purposes. A squared also is easy to calculate, and has overall good power properties. The report gives a review of A squared and tables for testing the following distributions - normal, exponential, gamma, extreme-value and Weibull, and logistic; points are given also for testing any completely specified continuous distribution. (Author)