Marsaglia, George and Marsaglia, John (2004) Evaluating the Anderson-Darling Distribution. Journal of Statistical Software, 9 (2). DOI: https://doi.org/10.18637/jss.v009.i02
Full text not available from this repository.Abstract
Except for n=1, only the limit as n→∞ 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 1010 .
[error in script]| Item Type: | Article |
|---|---|
| Application references: | AD Test for Magnitude Distribution |
| Subjects: | Methodology > Method and procesing > Collective properties of seismicity > Source size distribution |
| Project: | SHEER project |
