Anderson-Darling test
Regular test¶
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HypothesisTests.OneSampleADTest — Type.
1 2 | OneSampleADTest(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¶
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UncertainData.UncertainStatistics.OneSampleADTestPooled — Function.
1 2 | OneSampleADTestPooled(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¶
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UncertainData.UncertainStatistics.OneSampleADTestElementWise — Function.
1 2 | OneSampleADTestElementWise(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.