Approximating the tail of the Anderson-Darling distribution

DOI10.1016/j.csda.2012.04.002zbMath1255.62133OpenAlexW2078049402MaRDI QIDQ1927213

Ian A. Wood, Adam W. Grace

Publication date: 30 December 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2012.04.002

zbMATH Keywords

approximating functionhit-and-run samplerAnderson-Darling distributiongeneralized splittingrare-event estimation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32) Monte Carlo methods (65C05)

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Uses Software

• TestU01

Cites Work

• Efficient Monte Carlo simulation via the generalized splitting method
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• The relationship between Fisher's exact test and Pearson's chi-square test: A Bayesian perspective
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• TestU01
• General Saddlepoint Approximations: Application to the Anderson-Darling Test Statistic
• Close-Point Spatial Tests and Their Application to Random Number Generators
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• On the Distribution of the Two-Sample Cramer-von Mises Criterion
• The Kolmogorov-Smirnov Test for Goodness of Fit
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• A Test of Goodness of Fit