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Re: anderson-darling test
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From: |
Paul Kienzle |
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Subject: |
Re: anderson-darling test |
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Date: |
Mon, 2 Aug 2004 11:02:20 -0400 |
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User-agent: |
Mutt/1.2.5.1i |
Okay, I've answered my own question.
The Anderson-Darling statistic for a selection from a known
distribution is significantly different from that
where the distribution parameters are estimated from
the selection itself.
Doing a histogram on anderson_darling_cdf for A^2 computed
from z=zscore(randn(300,10000)) rather than z=randn(300,10000)
demonstrates this nicely.
- Paul
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