Evaluating the Anderson-Darling Distribution
Except for n = 1, only the limit as n approaches infinity for the distribution of the Anderson-Darling test for uniformity has been found, and that in so complicated a form that published values for a few percentiles had to be determined by numerical integration, saddlepoint or other approximation m...
Main Authors: | , |
---|---|
Format: | Article |
Language: | English |
Published: |
Foundation for Open Access Statistics
2004-02-01
|
Series: | Journal of Statistical Software |
Online Access: | http://www.jstatsoft.org/index.php/jss/article/view/2321 |
Summary: | Except for n = 1, only the limit as n approaches infinity for the distribution of the Anderson-Darling test for uniformity has been found, and that in so complicated a form that published values for a few percentiles had to be determined by numerical integration, saddlepoint or other approximation methods. We give here our method for evaluating that asymptotic distribution to great accuracy--directly, via series with two-term recursions. We also give, for any particular n, a procedure for evaluating the distribution to the fourth digit, based on empirical CDF's from samples of size 1010 . |
---|---|
ISSN: | 1548-7660 |