andersonDarlingError

Compute the Anderson-Darling fit statistic for a sample.

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Declaration

 totalError = andersonDarlingError(self,epsilon)

Parameters

• epsilon sample values to compare against the distribution

Returns

• totalError Anderson-Darling discrepancy statistic

Discussion

Given the sorted sample \(Y_i\), this method evaluates the Anderson-Darling statistic formed from the theoretical CDF \(F\) and the empirical order statistics.