Computation of probability associated with Anderson-Darling statistic
type: Item
instance of: scholarly article
title: Computation of probability associated with Anderson-Darling statistic
zbMATH Open document ID: 1407.62150
author: Lorentz Jäntschi
author: Sorana D. Bolboacă
published in: Mathematics
publication date: 2018-12-18T00:00:00Z
review text: Summary: The correct application of a statistical test is directly connected with information related to the distribution of data. \textit{T. W. Anderson} and \textit{D. A. Darling} [J. Am. Stat. Assoc. 49, 765--769 (1954; Zbl 0059.13302); Ann. Math. Stat. 23, 193--212 (1952; Zbl 0048.11301)] is one alternative used to test if the distribution of experimental data follows a theoretical distribution. The conclusion of the Anderson-Darling test is usually drawn by comparing the obtained statistic with the available critical value, which did not give any weight to the same size. This study aimed to provide a formula for calculation of \(p\)-value associated with the Anderson-Darling statistic considering the size of the sample. A Monte Carlo simulation study was conducted for sample sizes starting from 2 to 61, and based on the obtained results, a formula able to give reliable probabilities associated to the Anderson-Darling statistic is reported.
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62P10
zbMATH DE Number: 6994619
zbMATH Keywords: Anderson-Darling test (AD)
zbMATH Keywords: probability
zbMATH Keywords: Monte Carlo simulation
describes a project that uses: MersenneTwister
MaRDI profile type: Publication
full work available at URL: math6060088
OpenAlex ID: W2803294438
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DOI: 10.3390/MATH6060088
description: scientific article; zbMATH DE number 6994619