How to do the Anderson Darling Goodness-of-fit test in Matlab? (I am ideally looking for a script)

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Dear Matlab community, I want to find the a continuous distribution that best fit my observed empirical data, therefore I would like to assess my fitted distribution functions by using the Anderson-Darling test statistics. Since this function is not included in Matlab per se, can anyone maybe provide me with a self-written script?
Many thanks

Réponses (1)

Bjorn Gustavsson
Bjorn Gustavsson le 30 Mar 2012
There are a number of submissions on the file exchange that seems to be related to this request: ...and whole bunch of others. Antonio Trujillo-Ortiz have made a mindnumbing number of submissions for various statistical tests. Even if nothing there solves your exact problem there should hopfully be something there for you to get a good starting point.
(In general the FEX is the place to go looking for code when matlab is bfound wanting.)

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