Anderson–Darling test
ID: anderson-darling-test
The test rejects for large values of this tail-weighted empirical discrepancy. For a specified continuous null, its standard limiting statistic is , using a Brownian bridge. The reciprocal variance weight gives tail deviations more influence than the Cramér–von Mises criterion. If null parameters are estimated, fitting must be included when computing or simulating its reference law.
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