Accession Number : ADA262554


Title :   Modified Anderson-Darling and Cramer-Von Mises Goodness-of-Fit Tests for the Normal Distribution


Descriptive Note : Master's thesis


Corporate Author : AIR FORCE INST OF TECH WRIGHT-PATTERSONAFB OH SCHOOL OF ENGINEERING


Personal Author(s) : Gwinn, David A


Full Text : https://apps.dtic.mil/dtic/tr/fulltext/u2/a262554.pdf


Report Date : Mar 1993


Pagination or Media Count : 90


Abstract : New techniques for calculating goodness-of-fit statistics for normal distributions with parameters estimated from the sample are investigated. Samples are generated for a Normal(0,1) distribution. Critical values are calculated for five modifications to the Anderson-Darling statistic and five modifications to the Cramer-Von Mises statistic. An extensive power study is done to test the power of the new statistics versus the power of the unmodified statistics. Powers of six of the new statistics show minimal to no improvement, two of the new statistics show a marked decrease in power, and two of the new statistics show an overall increase in power over the unmodified statistics. One of these two improved statistics was the obvious better of the two, and it was a modification to the Anderson-Darling statistic. Complete tables of critical values for sample sizes n=4 through n=50 are included for all Anderson-Darling and Cramer-Von Mises statistics, both modified and unmodified.


Descriptors :   *NORMAL DISTRIBUTION , *GOODNESS OF FIT TESTS , TEST AND EVALUATION , MODIFICATION , PARAMETERS , STATISTICS , POWER


Subject Categories : Statistics and Probability


Distribution Statement : APPROVED FOR PUBLIC RELEASE