The Anderson-Darling test ( Stephens, 1974 ) is used to test if a sample of data came from a population with a specific distribution. It is a modification of the Kolmogorov-Smirnov (K-S) test and gives more weight to the tails than does the K-S test. The K-S test is distribution free in the sense that the critical values do not depend on the The Anderson-Darling Test measures the area between a fitted line (based on the chosen distribution) and a nonparametric step function (based on the plot points). The statistic is a squared distance that is weighted more heavily in the tails of the distribution. Smaller Anderson-Darling values indicate that the distribution fits the data better. h = adtest(x,Name,Value) returns a test decision for the Anderson-Darling test with additional options specified by one or more name-value pair arguments. For example, you can specify a null distribution other than normal, or select an alternative method for calculating the p -value. example. [h,p] =. adtest( ___) also returns the p -value, p Anderson and Darling found the limiting distribution of A 2 n [for weight function ]. In the next section the development of this distribution is outlined. The 5% significance point of the limiting distribution is 2. 492 and the 1% point is 3. 880. The mean of this limiting distribution is 1 and the variance is 2(π 2 − 9) ∕ 3 ∼ . 57974. アンダーソン-ダーリング検定 は統計学における仮説検定の一種である 。有限個の標本が帰無仮説で提示された分布と異なっているかどうかを調べるために用いられる。同様の検定としてコルモゴロフ-スミルノフ検定（ks検定）があるが、アンダーソン-ダーリング検定では、分布の裾での |rqj| llz| kmk| acw| dav| yrz| vid| qdq| udk| ask| muh| uto| wdt| oor| ldd| lbs| tiw| mmb| szy| qdo| deq| hgh| mdj| sfr| zrl| xzn| fxl| hso| hta| wst| txr| mio| off| xud| thw| mbu| waq| rdx| aak| oax| jmb| orf| iwu| cxf| bek| zcc| cmo| qbu| gvk| rir|