anderson is a modification of the misestest. It differs
in such a way that it gives more weight to distribution
According
to
Arshad et al.
this test is the most powerful the empirical distribution function test
AD test statistic belongs to the quadratic class of the empirical distribution function statistic /
belongs to A
class of the quadratic
of the empirical distribution function
AsD belong to the class of quadratic the empirical distribution function statistics
The Anderson-Darling test statistic belongs to the Q class of the empirical distribution function statistics in which it is based on the squared difference.
defined the statistic for this test as
which can be computed by.
In order to make the computation of this statistic easier, the following formula can be applied
is the cumulative distribution function of the specified distribution
the ordered data