Anderson-Darling test
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The Anderson-Darling test assesses whether known data come from a specified distribution. The formula for the test statistic 
to assess if data 
(note that the data must be put in order) comes from a distribution with cumulative distribution function 
is
where
![S=\sum_{i=1}^N \frac{2i-1}{N}\left[\ln F(Y_i) + \ln\left(1-F(Y_{N+1-i})\right)\right]](http://images.wikia.com/psychology/images/math/d/f/1/df192f1e774fad2d592c1ead53df8bdc.png)
The test statistic can then be compared against the distributions of the test statistic (dependent on which is used) to determine the P-value.
See also
Edit
External linksEdit
US NIST Handbook of Statistics
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