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A SADDLEPOINT APPROXIMATION TO THE DISTRIBUTION FUNCTION OF THE ANDERSON-DARLING TEST STATISTIC
Communications in statistics. Simulation and computation
The Anderson-Darling goodness-of-fit test has a highly skewed and non-standard limit distribution. Various attempts have been made to tabulate the associated critical points, using both theoretical approximations and simulation methods. We show that a standard saddlepoint approximation performs well in both tails of the distribution. It is markedly superior to other theoretical approximations in the lower tail of the distribution.doi:10.1081/sac-100107787 fatcat:eeghx4zbgjbfdmbufh6estjnku