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

Monte Carlo simulationprobabilityAnderson-Darling test (AD)

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3962966 (Why is no real title available?)
• scientific article; zbMATH DE number 3008134 (Why is no real title available?)
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• A goodness of fit test for the multilevel logistic model
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• An analysis of variance test for normality (complete samples)
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Comparing the performance of normality tests with ROC analysis and confidence intervals
• Comparisons of various types of normality tests
• Game theory and nonlinear dynamics: the Parrondo Paradox case study.
• Goodness of fit for the extreme value distribution
• Goodness-of-Fit Tests for High Dimensional Linear Models
• Griffing's experimental method II: step-by-step descriptive and inferential analysis of variances
• Hypothesis testing for the mean of inverse Gaussian distribution using \(\alpha \)-cuts
• Jackknife empirical likelihood goodness-of-fit tests for U-statistics based general estimating equations
• Mersenne twister
• Shapiro-Francia test compared to other normality test using expected \(p\)-value
• Table for Estimating the Goodness of Fit of Empirical Distributions
• Testing normality based on new entropy estimators

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

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Uses Software

• MersenneTwister

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