The Anderson-Darling test is a statistical test of whether a sample comes from a specified statistical distribution. It uses the Anderson-Darling statistic, which gives greater weight to discrepancies in the tail probabilities than the Kolmogorov-Smirnov test. Large values of the statistic provide evidence against the hypothesized distribution, with critical values depending on the distribution and on whether its parameters were estimated from the data.
Anderson-Darling Test
See also
Anderson-Darling Statistic, Kolmogorov-Smirnov Test, Statistical Test, Tail ProbabilityExplore with Wolfram|Alpha
References
Anderson, T. W. and Darling, D. A. "Asymptotic Theory of Certain 'Goodness of Fit' Criteria Based on Stochastic Processes." Ann. Math. Stat. 23, 193-212, 1952. https://doi.org/10.1214/aoms/1177729437.Cite this as:
Weisstein, Eric W. "Anderson-Darling Test." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/Anderson-DarlingTest.html