This function computes the one-sample Anderson-Darling test statistic and p-value
for fit to a normal distribution.
Usage
ADTest(data, alpha = 0.05, j = 1)
Arguments
data
Data of a univariate distribution for which the test statistic is computed
(vector)
alpha
The two-sided decision threshold used for hypothesis-testing
j
The # hypotheses tested; used to compute a Bonferonni correction, if applicable;
should remain at its default if multiple testing is not an issue (scalar)
Value
An object including the test statistic, p-value, and a significance flag (list)
Details
An adjusted statistic provided by D'agostino & Stephens (1986) is used,
where the mean and variance of the population are treated as unknown. D'agostino & Stephen's (1986)
text provides the equations used to obtain the function's p-values.
References
D'agostino, R. B., & Stephens, M. A. (1986). Goodness-of-fit-techniques (Vol. 68). CRC press.