Anderson-darling test
Regular test
HypothesisTests.OneSampleADTest
— TypeOneSampleADTest(uv::UncertainValue, d::UnivariateDistribution,
n::Int = 1000) -> OneSampleADTest
Perform a one-sample Anderson–Darling test of the null hypothesis that a draw of n
realisations of the uncertain value uv
comes from the distribution d
against the alternative hypothesis that the sample is not drawn from d
.
Pooled test
UncertainData.UncertainStatistics.OneSampleADTestPooled
— FunctionOneSampleADTestPooled(ud::UncertainDataset, d::UnivariateDistribution,
n::Int = 1000)) -> OneSampleADTest
First, draw n
realisations of each uncertain value in ud
and pool them together. Then perform a one-sample Anderson–Darling test of the null hypothesis that the pooled values comes from the distribution d
against the alternative hypothesis that the sample is not drawn from d
.
Element-wise test
UncertainData.UncertainStatistics.OneSampleADTestElementWise
— FunctionOneSampleADTestElementWise(ud::UncertainDataset, d::UnivariateDistribution,
n::Int = 1000)) -> Vector{OneSampleADTest}
First, draw n
realisations of each uncertain value in ud
, keeping one pool of values for each uncertain value. Then, perform an element-wise (pool-wise) one-sample Anderson–Darling test of the null hypothesis that each value pool comes from the distribution d
against the alternative hypothesis that the sample is not drawn from d
.