| Vol. 25 | Vol. 24* | Vol. 23 | Vol. 22* |
| Vol. 21 | Vol. 20* | Vol. 19 | Vol. 18* |
| Vol. 17 | Vol. 16 | Vol. 15 | Vol. 14 |
| Vol. 13* | Vol. 12 | Vol. 11 | Vol. 10* |
| Vol. 9 | Vol. 8 | Vol. 7 | Vol. 6 |
| Vol. 5 | Vol. 4 | Vol. 3 | Vol. 2 |
| Vol. 1 | |||
| * = Special Volume | |||
| Authors: | George Marsaglia, John Marsaglia |
| Title: | [download] (5024)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] (5024)Evaluating the Anderson-Darling Distribution (application/pdf, 144.6 KB) |
| Supplements: | [download] (177)ADinf.c: C code (application/zip, 1.8 KB) |
| [download] (176)AnDarl.c: C code (application/zip, 1.7 KB) |
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| Resources: | BibTeX | OAI |