Re: K-sample Anderson-Darling test
David Bateman <[email protected]> Thu, 29 Nov 2007 11:22:57 +0100
| Newsgroups | gmane.comp.gnu.octave.sources |
|---|---|
| Organization | Motorola CRM |
| Message-ID | <[email protected]> |
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.