TY - JOUR AU - Marsaglia, George AU - Marsaglia, John PY - 2004/02/25 Y2 - 2024/03/29 TI - Evaluating the Anderson-Darling Distribution JF - Journal of Statistical Software JA - J. Stat. Soft. VL - 9 IS - 2 SE - Articles DO - 10.18637/jss.v009.i02 UR - https://www.jstatsoft.org/index.php/jss/article/view/v009i02 SP - 1 - 5 AB - 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 10<sup>10</sup> . ER -