Anderson–Darling test

Summary

The Anderson–Darling test is a goodness-of-fit hypothesis test for whether a sample comes from a given distribution. Its statistic is an integrated squared difference between the empirical distribution function and the hypothesised distribution function, weighted so that the tails count more. It is a weighted form of the Cramér–von Mises criterion, and it is often more sensitive than the Kolmogorov–Smirnov test to departures in the tails.