Evaluating the Anderson-Darling distribution

Journal of Statistical Software

Volumn 9, Issue , 2004, Pages 1-5

  Marsaglia, George ^a   Marsaglia, John C W ^b  

^a FLORIDA STATE UNIVERSITY   (United States)

^b WESTERN OREGON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 4544322828     PISSN: 15487660     EISSN: None     Source Type: Journal    
DOI: 10.18637/jss.v009.i02     Document Type: Article

References (7)

1. T. W. Anderson and D. A. Darling, (1952), Asymptotic theory of certain 'goodness-of-fit' criteria based on stochastic processes, Ann. Math. Stat., 23 193-212.
2. T. W. Anderson and D. A. Darling, (1954), A test of goodness of fit, J. Amer. Stat. Assn., 49 765-769.
3. D. E. A. Giles, (2000), A Saddlepoint Approximation to the Distribution Function of the Anderson-Darling Test Statistic, http://ideas.repec.org/p/vic/ vicewp/0005.html
4. P. A. Lewis, (1961), Distribution of the Anderson-Darling Statistic, Ann. Math. Stat., 32 1118-1124.
5. G. Marsaglia and Wai Wan Tsang, (2000), The ziggurat method for generating random variables, Journal Statistical Software, 5, Issue 8.
6. G. Marsaglia, Wai Wan Tsang and Jingbo Wang, (2003), Evaluating Kolmogorov's distribution, Journal Statistical Software 8, Issue 18.
7. C. D. Sinclair and B. D. Spurr, (1988), Approximations to the Distribution Function of the Anderson-Darling Test Statistic, Journal American Statistical Association, 83 1190-1191.