Abstract

In this paper we introduce two modifications of the Anderson-Darling test statistic which are sensitive to departures of the fitted distribution from the truedistribution in one or other of the tails. Simulated critical values are provided for the cases when the parameter values are known and when they have to be estimated from the data.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call