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  • 标题:Evaluating the Anderson-Darling Distribution
  • 本地全文:下载
  • 作者:George Marsaglia ; John Marsaglia
  • 期刊名称:Journal of Statistical Software
  • 印刷版ISSN:1548-7660
  • 电子版ISSN:1548-7660
  • 出版年度:2004
  • 卷号:9
  • 期号:1
  • 页码:1-5
  • 语种:English
  • 出版社:University of California, Los Angeles
  • 摘要:Except for n = 1, only the limit as n approaches infinity for the distribution of the Anderson-Darling test for uniformity has been found, and that in so complicated a form that published values for a few percentiles had to be determined by numerical integration, saddlepoint or other approximation methods. We give here our method for evaluating that asymptotic distribution to great accuracy--directly, via series with two-term recursions. We also give, for any particular n, a procedure for evaluating the distribution to the fourth digit, based on empirical CDF's from samples of size 10 10 .
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