On Fri, 06 Dec 2002 11:55:17 +0000, Rich Ulrich wrote:

>> > The Anderson-Darling test is as distribution free as the
>> > Kolmogorov-Smirnov.
>> Hmm, I thought I read somewhere that the KS test statistic is
>> independent of the distribution that is tested against. Maybe I'm
>> mistaken...
> The URL below has a description that confirms the thought. Their
> modification of the K-S  makes use of particular distributions to make a
> more powerful test.
> http://www.itl.nist.gov/div898/handbook/eda/section3/eda35e.htm Below is
> a comprehensive posting to  sci.stat.math  by  "Ken K" on April 25,
> 2001.
> It cites the address above, and it quotes D'Agostino & Stephens.

That is exactly where I got my information. Good to know that I am not the
only one using those pages and that my memory still seem to work as well.

As for D'Agostino & Stephens: I plan on getting that on monday, and I will
stop tiring all of you with these KS tests, since it seems to be of only
historical interest...

Koen
.
.
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