= Anderson–Darling test
{c}
{title2=$n\int\frac{(F_n-F_0)^2}{F_0(1-F_0)}dF_0$}
{wiki}
The test rejects for large values of this tail-weighted empirical discrepancy. For a specified continuous null, its standard limiting statistic is $\int_0^1B^0(u)^2/[u(1-u)]du$, 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.
Back to article page
