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How to Calculate the Anderson-Darling Statistic: Step-by-Step Guide

Manual calculation guide for Anderson-Darling normality test

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1

Sort Your Data

First, sort your data in ascending order. This is necessary because the Anderson-Darling formula requires the data to be in order.

2

Calculate the Standardized Data Points

Next, calculate the standardized data points by subtracting the mean and dividing by the standard deviation for each data point. This will give you a set of z-scores.

3

Calculate the Cumulative Distribution Function (CDF)

Calculate the CDF of the standard normal distribution for each standardized data point. This can be done using a standard normal distribution table or a calculator.

4

Apply the Anderson-Darling Formula

Now, plug the values into the Anderson-Darling formula. Calculate the sum of the logarithms of the CDF and the sum of the logarithms of 1 minus the CDF. Then, calculate the final A² statistic.

5

Compare to Critical Values

Finally, compare the calculated A² statistic to the critical values for the Anderson-Darling test. If the A² statistic is less than the critical value, you fail to reject the null hypothesis that the data comes from a normal distribution.

6

Use the Calculator for Convenience

While it is possible to calculate the Anderson-Darling statistic by hand, it is often more convenient to use a calculator or software package. This can save time and reduce the chance of errors.

The Anderson-Darling test is a statistical test used to determine if a dataset comes from a normal distribution. It is often used to check the assumptions of many statistical tests. In this guide, we will walk through the steps to calculate the Anderson-Darling statistic by hand. ## Introduction to the Anderson-Darling Test The Anderson-Darling test is a powerful tool for determining normality. It is based on the idea that if the data comes from a normal distribution, then the cumulative distribution function (CDF) of the data should be close to the CDF of the standard normal distribution. ## The Anderson-Darling Formula The Anderson-Darling statistic is calculated using the following formula: A² = -n - ∑[2i-1]/n * ln(F(x_i)) - ∑[2(n-i)+1]/n * ln(1-F(x_i)) where n is the sample size, x_i is the i-th data point, and F(x_i) is the cumulative distribution function of the standard normal distribution evaluated at x_i.

Step-by-Step Calculation

The steps to calculate the Anderson-Darling statistic by hand are as follows:

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