K-sample Anderson-Darling test

"Eric Chassande-Mottin" <[email protected]> Wed, 28 Nov 2007 15:32:26 +0100
Newsgroups gmane.comp.gnu.octave.sources
Message-ID <[email protected]>
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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.

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