Some generalizations of the Anderson-Darling statistic

The Anderson-Darling statistic is basically a weighted average of Pearson statistics. In this paper, we first propose to use other weights and next we generalize the Anderson-Darling statistic by inserting the Cressie-and-Read family of statistics into the Anderson-Darling statistic.

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Year of publication:	2003
Authors:	Thas, O. ; Ottoy, J. P.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 64.2003, 3, p. 255-261
Publisher:	Elsevier
Subject:	Anderson-Darling Goodness-of-fit Sample space partitions

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319464