Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
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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:: 21148. Submitted: 2004-01-13. Published: 2004-02-25.
Paper: Evaluating the Anderson-Darling Distribution     Download PDF (Downloads: 25571)
Supplements: ADinf.c: C code Download (Downloads: 2110; 1KB) AnDarl.c: C code Download (Downloads: 2024; 1KB)

DOI: 10.18637/jss.v009.i02

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.