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Authors: George Marsaglia, John Marsaglia
Title: [download]
(8882)
Evaluating the Anderson-Darling Distribution
Reference: Vol. 9, Issue 2, Feb 2004
Submitted 2004-01-13, Accepted 2004-02-25
Type: Article
Abstract:

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 .

Paper: [download]
(8882)
Evaluating the Anderson-Darling Distribution
(application/pdf, 144.6 KB)
Supplements: [download]
(1126)
ADinf.c: C code
(application/zip, 1.8 KB)
[download]
(1127)
AnDarl.c: C code
(application/zip, 1.7 KB)
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Creative Commons License
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Paper: Creative Commons Attribution 3.0 Unported License
Code: Commons GNU General Public License License
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