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The Anderson-Darling test assesses whether known data come from a specified distribution. The formula for the test statistic to assess if data (note that the data must be put in order) comes from a distribution with cumulative distribution function is

where

The test statistic can then be compared against the distributions of the test statistic (dependent on which is used) to determine the P-value.

See also

External links

US NIST Handbook of Statistics


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