Published by the Foundation for Open Access Statistics
Editors-in-chief: Bettina Grün, Torsten Hothorn, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Evaluating the Anderson-Darling Distribution | Marsaglia | Journal of Statistical Software
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:: 17228. Submitted: 2004-01-13. Published: 2004-02-25.
Paper: Evaluating the Anderson-Darling Distribution     Download PDF (Downloads: 19066)
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DOI: 10.18637/jss.v009.i02

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