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AndersonDarling

The Anderson-Darling test: could this sample be normal?

The other normality test beside ShapiroWilk, and the one whose reference holds at any size: Royston's approximation is fitted over 3 ≤ n ≤ 5000 and only extrapolated past it, where this statistic has no upper bound at all. It weighs the tails more heavily than the centre, which is usually where a departure from normality matters, and is the reason the two disagree on the same sample often enough to be worth running both.

Members

Member	What it does
AndersonDarling.Test	Tests a sample against the normal distribution, fitting its mean and spread.
AndersonDarling.KSample	Tests whether several samples come from one distribution.