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K-sample Anderson-Darling test

From: Eric Chassande-Mottin
Subject: K-sample Anderson-Darling test
Date: Thu, 29 Nov 2007 11:01:41 +0100

I have sent this message to the octave-sources mailing list twice yesterday
but somehow the two copies haven't gone through. I send it one more time
with a copy to help-octave.



I have coded the K-sample Anderson-Darling test [*].

It tests if the populations of several (more than two) random samples
are drawned from the same distribution. This test is an extension of
the Kolmogorov-Smirnov test and it is known to be more sensitive
to discrepancies in the tails of the distribution.

The implementation follows exactly [*] and it only provides the "continuous"
distribution case. Note that the compensation given in [*] for the discrete case
(with ties), is not provided here.

adt.m execute three basic checks of ad.m

Ref: [*] K-sample Anderson-Darling tests, Schotz and Stephens
          Journal of American Statistical Association, p 918, 1987.


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