विधियों की तुलना करें
चुनी हुई विधियों की आमने-सामने समीक्षा करें; भिन्नता वाली पंक्तियाँ रेखांकित हैं।
| एंडरसन-डार्लिंग नॉर्मेलिटी टेस्ट× | लिलिएफ़ोर्स परीक्षण (Lilliefors Test) सामान्यता के लिए× | |
|---|---|---|
| क्षेत्र | सांख्यिकी | सांख्यिकी |
| परिवार | Regression model | Regression model |
| उद्भव वर्ष≠ | 1952 | 1967 |
| प्रवर्तक≠ | Anderson & Darling (1952); EDF tables by Stephens (1974) | Hubert W. Lilliefors |
| प्रकार≠ | Empirical distribution function (EDF) goodness-of-fit test | Goodness-of-fit / normality test |
| मौलिक स्रोत≠ | 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 ↗ | Lilliefors, H. W. (1967). On the Kolmogorov-Smirnov Test for Normality with Mean and Variance Unknown. Journal of the American Statistical Association, 62(318), 399-402. DOI ↗ |
| उपनाम≠ | Anderson-Darling Normallik Testi, A-squared test, AD test, Anderson-Darling goodness-of-fit test | Lilliefors corrected Kolmogorov-Smirnov test, Lilliefors normality test, Lilliefors Testi |
| संबंधित | 5 | 5 |
| सारांश≠ | 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. | The Lilliefors test is a goodness-of-fit test that checks whether a continuous sample comes from a normal (or exponential) distribution when the mean and variance are unknown and estimated from the data. Introduced by Hubert W. Lilliefors in 1967, it adjusts the critical values of the Kolmogorov-Smirnov test so that they remain valid once the distribution's parameters are estimated rather than known in advance. |
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