Testing the Normality of Several Independent Samples Using the Anderson‐Darling Statistic

A. N. Pettitt

Journal of the Royal Statistical Society Series C, 1977, vol. 26, issue 2, 156-161

Abstract: In a recent paper, the Anderson‐Darling goodness‐of‐fit statistic was shown to be a powerful omnibus test of normality when the mean and variance are unknown. In this paper, tables for calculating small sample percentage points of the statistic are given. The percentage points are derived from smoothing empirical percentage points using the asymptotic percentage points. These percentage points are then used to make a joint assessment of normality based on several independent samples using Fisher's method. Empirical power comparisons are then made with the method based on the Shapiro‐Wilk statistic. There is seen to be little difference between the methods based on the two different statistics.

Date: 1977
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