Anderson-Darling test
Regular test¶
#
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¶
#
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
.