A general test, published in 1952, that compares the fit of the observed cumulative distribution function with that expected. It was derived by Anderson and David A. Darling as a modification of the Cramér–von Mises test. The test statistic A2 is given bywhere F is the hypothesized cumulative distribution function, n is the sample size, and x(j) is the jth ordered observation (x(1)≤x(2)≤⋯≤x(n)). The statistic can also be used to test for normal distribution and exponential distribution with unknown parameters estimated by their sample equivalents. In some cases, as shown in the following table, an adjusted test statistic is required.
| test statistic | upper tail probability |
---|
| | 0.10 | 0.05 | 0.025 | 0.01 |
---|
Specified distribution | A2 | 1.933 | 2.492 | 3.070 | 3.857 |
Normal, estimated mean (n>20) | A2 | 0.894 | 1.087 | 1.285 | 1.551 |
Normal, estimated variance (n>20) | A2 | 1.743 | 2.308 | 2.898 | 3.702 |
Normal, estimated mean and variance | | 0.631 | 0.752 | 0.873 | 1.035 |
Exponential, estimated mean | | 1.062 | 1.321 | 1.591 | 1.959 |