K -Sample Anderson–Darling Tests
多样本 Anderson–Darling 检验
Two k-sample versions of an Anderson–Darling rank statistic are proposed for testing the homogeneity of samples. Their asymptotic null distributions are derived for the continuous as well as the discrete case. In the continuous case the asymptotic distributions coincide with the (k – 1)-fold convolution of the asymptotic distribution for the Anderson–Darling one-sample statistic. The quality of this large sample approximation is investigated for small samples through Monte…