Regression model
Anderson-Darling Normality Test
The Anderson-Darling test is an empirical distribution function (EDF) goodness-of-fit test, introduced by Anderson and Darling in 1952, that checks whether a continuous sample comes from a specified distribution such as the normal, exponential, or Weibull. By weighting deviations more heavily in the tails, it detects departures in the distribution's extremes more powerfully than the Kolmogorov-Smirnov test.
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Sources
- Anderson, T. W., & Darling, D. A. (1952). Asymptotic Theory of Certain 'Goodness of Fit' Criteria Based on Stochastic Processes. The Annals of Mathematical Statistics, 23(2), 193-212. DOI: 10.1214/aoms/1177729437 ↗
- Stephens, M. A. (1974). EDF Statistics for Goodness of Fit and Some Comparisons. Journal of the American Statistical Association, 69(347), 730-737. DOI: 10.1080/01621459.1974.10480196 ↗