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

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

Answer 1

[Bjorn Gustavsson]

There are a number of submissions on the file exchange that seems to be related to this request:

http://www.mathworks.co.uk/matlabcentral/fileexchange/17451-andarksamtest http://www.mathworks.co.uk/matlabcentral/fileexchange/24036-anderson-darling-goodness-of-fit-test-to-inverse-gaussian-distbtn ...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.)

HTH