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1.3.5.14. Anderson-Darling Test
1.3.5.14. Anderson-Darling Test
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Purpose: The Anderson-Darling test (Stephens, 1974) is used to test if a sample of data
Test for came from a population with a specific distribution. It is a modification of the
Distributional Kolmogorov-Smirnov (K-S) test and gives more weight to the tails than does
Adequacy the K-S test. The K-S test is distribution free in the sense that the critical
values do not depend on the specific distribution being tested (note that this is
true only for a fully specified distribution, i.e. the parameters are known).
The Anderson-Darling test makes use of the specific distribution in
calculating critical values. This has the advantage of allowing a more
sensitive test and the disadvantage that critical values must be calculated for
each distribution. Currently, tables of critical values are available for the
normal, uniform, lognormal, exponential, Weibull, extreme value type I,
generalized Pareto, and logistic distributions. We do not provide the tables of
critical values in this Handbook (see Stephens 1974, 1976, 1977, and 1979)
since this test is usually applied with a statistical software program that will
print the relevant critical values.
where
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1.3.5.14. Anderson-Darling Test http://www.itl.nist.gov/div898/handbook/eda/section3/eda35e.htm
Critical The critical values for the Anderson-Darling test are dependent
Region: on the specific distribution that is being tested. Tabulated
values and formulas have been published (Stephens, 1974,
1976, 1977, 1979) for a few specific distributions (normal,
lognormal, exponential, Weibull, logistic, extreme value type
1). The test is a one-sided test and the hypothesis that the
distribution is of a specific form is rejected if the test statistic,
A, is greater than the critical value.
The normal random numbers were stored in the variable Y1, the double
exponential random numbers were stored in the variable Y2, the Cauchy
random numbers were stored in the variable Y3, and the lognormal random
numbers were stored in the variable Y4.
When the data were generated using a normal distribution, the test statistic
was small and the hypothesis of normality was not rejected. When the data
were generated using the double exponential, Cauchy, and lognormal
distributions, the test statistics were large, and the hypothesis of an
underlying normal distribution was rejected at the 0.05 significance level.
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1.3.5.14. Anderson-Darling Test http://www.itl.nist.gov/div898/handbook/eda/section3/eda35e.htm
Questions The Anderson-Darling test can be used to answer the following questions:
Importance Many statistical tests and procedures are based on specific distributional
assumptions. The assumption of normality is particularly common in
classical statistical tests. Much reliability modeling is based on the
assumption that the data follow a Weibull distribution.
There are many non-parametric and robust techniques that do not make
strong distributional assumptions. However, techniques based on specific
distributional assumptions are in general more powerful than non-parametric
and robust techniques. Therefore, if the distributional assumptions can be
validated, they are generally preferred.
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