Anderson-Darling Test of Goodness-of-Fit
Performs the Anderson-Darling test of goodness-of-fit to a specified continuous univariate probability distribution.
ad.test(x, null = "punif", ..., nullname)
- Numeric vector of data values.
- A function, or a character string giving the name of a function, to compute the cumulative distribution function for the null distribution.
- Additional arguments for the cumulative distribution function.
- Optional character string describing the null distribution.
The default is
This command performs the Anderson-Darling test
of goodness-of-fit to the distribution specified by the argument
null. It is assumed that the values in
independent and identically distributed random values, with some
cumulative distribution function $F$.
The null hypothesis is that $F$ is the function
specified by the argument
null, while the alternative
hypothesis is that $F$ is some other function.
- An object of class
"htest"representing the result of the hypothesis test.
Anderson, T.W. and Darling, D.A. (1952) Asymptotic theory of certain 'goodness-of-fit' criteria based on stochastic processes. Annals of Mathematical Statistics 23, 193--212.
Anderson, T.W. and Darling, D.A. (1954) A test of goodness of fit. Journal of the American Statistical Association 49, 765--769.
Marsaglia, G. and Marsaglia, J. (2004)
Evaluating the Anderson-Darling Distribution.
Journal of Statistical Software 9 (2), 1--5.
pAD for the null distribution of the test statistic.
x <- rnorm(10, mean=2, sd=1) ad.test(x, "pnorm", mean=2, sd=1)