relation: https://episodesplatform.eu/eprints/2194/
title: Evaluating the Anderson-Darling Distribution
creator: Marsaglia, George
creator: Marsaglia, John
subject: Source size distribution
description: 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  .
publisher: Foundation for Open Access Statistics
date: 2004
type: Article
type: NonPeerReviewed
identifier:   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 <https://doi.org/10.18637/jss.v009.i02>     
relation: http://doi.org/10.18637/jss.v009.i02
relation: doi:10.18637/jss.v009.i02