In article <asqeai$nt$[EMAIL PROTECTED]>,
Koen Vermeer <[EMAIL PROTECTED]> wrote:
>On Fri, 06 Dec 2002 09:24:16 +0000, Herman Rubin wrote:
>>>I am not very familiar with the Anderson-Darling test. I only know it is
>>>an alternative to KS and it is not distribution free. The last thing was
>>>the mean reason I wasn't considering it for the moment. Maybe I'll have a
>>>look at it in th near future.
>> 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...
It is, if the distribution is continuous. The same is true for
the Anderson-Darling test.
The AD test consists of computing
n*\int ((F_n(x) - F(x))^2/(F(x)*(1-F(x)))) dF(x).
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Deptartment of Statistics, Purdue University
[EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558
.
.
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