# ad.test: Anderson-Darling test for normality In nortest: Tests for Normality

## Description

Performs the Anderson-Darling test for the composite hypothesis of normality, see e.g. Thode (2002, Sec. 5.1.4).

## Usage

 1 ad.test(x) 

## Arguments

 x a numeric vector of data values, the number of which must be greater than 7. Missing values are allowed.

## Details

The Anderson-Darling test is an EDF omnibus test for the composite hypothesis of normality. The test statistic is

A = -n -\frac{1}{n} ∑_{i=1}^{n} [2i-1] [\ln(p_{(i)}) + \ln(1 - p_{(n-i+1)})],

where p_{(i)} = Φ([x_{(i)} - \overline{x}]/s). Here, Φ is the cumulative distribution function of the standard normal distribution, and \overline{x} and s are mean and standard deviation of the data values. The p-value is computed from the modified statistic Z=A (1.0 + 0.75/n +2.25/n^{2})\ according to Table 4.9 in Stephens (1986).

## Value

A list with class “htest” containing the following components:

 statistic the value of the Anderson-Darling statistic. p.value  the p-value for the test. method the character string “Anderson-Darling normality test”. data.name a character string giving the name(s) of the data.

## Note

The Anderson-Darling test is the recommended EDF test by Stephens (1986). Compared to the Cramer-von Mises test (as second choice) it gives more weight to the tails of the distribution.

Juergen Gross

## References

Stephens, M.A. (1986): Tests based on EDF statistics. In: D'Agostino, R.B. and Stephens, M.A., eds.: Goodness-of-Fit Techniques. Marcel Dekker, New York.

Thode Jr., H.C. (2002): Testing for Normality. Marcel Dekker, New York.

## See Also

shapiro.test for performing the Shapiro-Wilk test for normality. cvm.test, lillie.test, pearson.test, sf.test for performing further tests for normality. qqnorm for producing a normal quantile-quantile plot.

## Examples

 1 2 ad.test(rnorm(100, mean = 5, sd = 3)) ad.test(runif(100, min = 2, max = 4)) 

nortest documentation built on May 29, 2017, 10:02 a.m.