Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

Questions tagged [anderson-darling-test]

The A-D test assess the fit of an empirical (observed) distribution to a theoretical one. It is an especially powerful option when the theoretical distribution is the normal. The A-D test can also be used to see if several empirical distributions come from the same population.

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2 Sample Kolmogorov-Smirnov vs. Anderson-Darling vs Cramer-von-Mises

I was wondering what are the criteria to use Kolmogorov-Smirnov, Cramer-von-Mises, and Anderson-Darling when comparing 2 ECDFS. I know the mathematics of how each differ, but if I have some ECDF data, how would I know which test is appropriate to…
Plinth
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Goodness of fit test: question about Anderson–Darling test and Cramér–von Mises criterion

I'm reading web pages for goodness of fit tests, when I came to the Anderson–Darling test and the Cramér–von Mises criterion. So far I got the point; it seems the Anderson–Darling test and the Cramér–von Mises criterion are similar, just based on a…
athos
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Why does scipy.stats.anderson_ksamp give a p-value of over a million for these data?

When I run from scipy.stats import anderson_ksamp a = [-1.8, -2.4, -2.4, -0.0, -1.5, -2.7, -1.8, -3.0, -1.8, -1.2, -3.0, -3.0, -2.8, -3.0, -2.1, -0.0, 0.6, -2.5, -2.4, -0.0, -2.7, -0.0, -2.5, -2.1, -0.9, -3.0, -0.6, -0.6, -1.5, -2.2, -1.2, -2.4,…
Esteemator
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Asymptotics of the survival function for Anderson Darling distribution?

I am using the ADinf procedure of Marsaglia & Marsaglia to compute the CDF of the Anderson Darling statistic. I am interested in the survival function, 1 minus the CDF, for large values of the test statistic. The implementation given by Marsaglia &…
shabbychef
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Minimum-Distance estimation of mixed/mixture distributions

Please note: I posted this first on Mathoverflow. Someone there advised me that on stats.stackexchange the question might fit better here. This is the link to the original post. I currently have to fit some heavy-tailed data. As the fitted…
user13655
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Normality test for discrete values of a continuous variable

I have a dataset with several hundred pH measurements from a factory line. This dataset will be used to infer process capability using Minitab. On a physical basis, pH is a continuous scale (being the negative logarithm of the concentration of free…
Markos Strofyllas
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Kolmogorov Smirnov test vs. Anderson Darling test

I learned that Kolmogorov Smirnov loses sensitivity (power) in the tails, thus it is not adequate for testing goodness-of-fit of fat tailed distributions. However, Anderson Darling test is more sensitive at the tail, thus is better than KS test for…
Master Shi
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R and SAS produce the same test-statistics but different p values for normality tests

I use Kolmogorov-Smirnov, Cramer-von Mises and Anderson-Darling tests to examine the normality of residuals of an OLS regression. It puzzles me that R and SAS, despite giving the same test-statistics for all tests, produce quite different p values.…
Ye Tian
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Anderson-Darling test for normality with estimated parameters

I have a set of measurements coming from a manufacturing processes. I want to test if the measurements come from a normal distribution. If I understadn correctly, it's wrong to use K-S test or A-D test with mean and variance estimated by the sample.…
DeltaIV
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sample size of Anderson-Darling test

Why must the sample size of the Anderson-Darling test for normality be greater than 7? The function ad.test in some packages in R enforce a sample size $n>7$. I want to test a data set of 5 points in a normality test, although the meaning might be…
Tky
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Simulation of KS-test with estimated parameters

We know that the original KS-test has a limitation, requiring the Null hypothesis testing underlying distribution to be fully specified, rather than estimated. But in practice, we usually need to test goodness of fit for the fitted distribution. It…
Vincent
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Anderson-Darling test - what is adjustment good for

I am trying to understand and implement Anderson-Darling test for normal distribution in C++. I've found Octave/Matlab implementation of Anderson-Darling test here, but the critical values differ from values listed at wikipedia. Authors of mentioned…
Michal
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Anderson-Darling code test

I'm really rusty at statistics and I'm trying to write some C# code where I feed in a list of numbers and it tells me whether or not the numbers are normally distributed. I generated 50 numbers from the following site with a mean of 0 and a variance…
mj_
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Confusion about Anderson-Darling test

The Anderson-Darling test statistic is $$ A^2 := n \int_{-\infty}^{\infty} \frac{(F_n(x)-F(x))^2}{F(x)(1-F(x))} \, \mathrm{d}F(x) $$ We know that the samples $$ Z(x) := \frac{\sqrt{n}(F_{n}(x) - F(x))}{F(x)(1-F(x))} \to \mathcal{N}(0,1) $$ and hence…
user14717
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Why do two implementations of the Anderson-Darling test produce such different p-values?

I want to check the normality assumption of my series I am trying to figure out the way is computed the p-value of the Anderson Darling in R packages, goftest and nortest. According to the R help, once is computed from Table 4.9 in Stephens (1986)…
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