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Anderson-Darling 정규성 검정×Shapiro-Wilk 정규성 검정×
분야통계학통계학
계열Regression modelHypothesis test
기원 연도19521965
창시자Anderson & Darling (1952); EDF tables by Stephens (1974)S. S. Shapiro & M. B. Wilk
유형Empirical distribution function (EDF) goodness-of-fit testNormality (goodness-of-fit) test
원전Anderson, 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 ↗Shapiro, S. S. & Wilk, M. B. (1965). An analysis of variance test for normality (complete samples). Biometrika, 52(3-4), 591–611. DOI ↗
별칭Anderson-Darling Normallik Testi, A-squared test, AD test, Anderson-Darling goodness-of-fit testShapiro-Wilk W test, W test for normality, Shapiro-Wilk normallik testi
관련52
요약The 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 Shapiro-Wilk test is a hypothesis test that checks whether a continuous variable was drawn from a normal distribution. It was introduced by Samuel Shapiro and Martin Wilk in 1965 and is regarded as one of the most powerful normality tests, recommended for sample sizes below 5000.
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