Computation of probability associated with Anderson-Darling statistic

DOI10.3390/MATH6060088MaRDI QIDQ1634345zbMATH OpenOpenAlexFDO

Authors Lorentz Jäntschi, Sorana D. Bolboacă

Publication date 18 December 2018

Published in Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3390/math6060088

zbMATH Keywords

Anderson-Darling test (AD)Monte Carlo simulationprobability

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Review text

Summary: The correct application of a statistical test is directly connected with information related to the distribution of data. \textit{T. W. Anderson} and \textit{D. A. Darling} [J. Am. Stat. Assoc. 49, 765--769 (1954; Zbl 0059.13302); Ann. Math. Stat. 23, 193--212 (1952; Zbl 0048.11301)] is one alternative used to test if the distribution of experimental data follows a theoretical distribution. The conclusion of the Anderson-Darling test is usually drawn by comparing the obtained statistic with the available critical value, which did not give any weight to the same size. This study aimed to provide a formula for calculation of \(p\)-value associated with the Anderson-Darling statistic considering the size of the sample. A Monte Carlo simulation study was conducted for sample sizes starting from 2 to 61, and based on the obtained results, a formula able to give reliable probabilities associated to the Anderson-Darling statistic is reported.

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Cited in

(2)

• Approximation of distributions by using the Anderson Darling statistic
• A note on calculatingPvalues from 0.15–0.005 for the Anderson-Darling normality test using theFdistribution

Describes a project that uses

Uses Software

• MersenneTwister

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