|Authors:||George Marsaglia, John Marsaglia|
|Title:||Evaluating the Anderson-Darling Distribution|
|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 .|
Page views:: 18575. Submitted: 2004-01-13. Published: 2004-02-25.
Evaluating the Anderson-Darling Distribution
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