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Some generalizations of the Anderson-Darling statistic

Author

Listed:
  • Thas, O.
  • Ottoy, J. P.

Abstract

The Anderson-Darling statistic is basically a weighted average of Pearson statistics. In this paper, we first propose to use other weights and next we generalize the Anderson-Darling statistic by inserting the Cressie-and-Read family of statistics into the Anderson-Darling statistic.

Suggested Citation

  • Thas, O. & Ottoy, J. P., 2003. "Some generalizations of the Anderson-Darling statistic," Statistics & Probability Letters, Elsevier, vol. 64(3), pages 255-261, September.
    • Handle: RePEc:eee:stapro:v:64:y:2003:i:3:p:255-261
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    References listed on IDEAS

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    1. Eustasio Barrio & Juan Cuesta-Albertos & Carlos Matrán & Sándor Csörgö & Carles Cuadras & Tertius Wet & Evarist Giné & Richard Lockhart & Axel Munk & Winfried Stute, 2000. "Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 9(1), pages 1-96, June.
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    3. Szekely, Gábor J. & Rizzo, Maria L., 2005. "A new test for multivariate normality," Journal of Multivariate Analysis, Elsevier, vol. 93(1), pages 58-80, March.

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