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Re: K-sample Anderson-Darling test
From: |
David Bateman |
Subject: |
Re: K-sample Anderson-Darling test |
Date: |
Thu, 29 Nov 2007 11:22:57 +0100 |
User-agent: |
Thunderbird 1.5.0.7 (X11/20060921) |
Eric Chassande-Mottin wrote:
> I have sent this message to the octave-sources mailing list twice yesterday
> but somehow the two copies haven't gone through. I send it one more time
> with a copy to help-octave.
>
> ----------------------------------------------------------------------------------------------------------------
>
> hi,
>
> I have coded the K-sample Anderson-Darling test [*].
>
> It tests if the populations of several (more than two) random samples
> are drawned from the same distribution. This test is an extension of
> the Kolmogorov-Smirnov test and it is known to be more sensitive
> to discrepancies in the tails of the distribution.
>
> The implementation follows exactly [*] and it only provides the "continuous"
> distribution case. Note that the compensation given in [*] for the discrete
> case
> (with ties), is not provided here.
>
> adt.m execute three basic checks of ad.m
>
> Ref: [*] K-sample Anderson-Darling tests, Schotz and Stephens
> Journal of American Statistical Association, p 918, 1987.
>
> cheers,
> eric.
>
Maybe these should be added to Octave-Forge in the statistics toolbox.
How do they compare to the similar functions on mathworks file exchange?
D.