Thas, O.; Ottoy, J. P. - In: Statistics & Probability Letters 64 (2003) 3, pp. 255-261
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.