statsmodels.stats.diagnostic.normal_ad

statsmodels.stats.diagnostic.normal_ad(x, axis=0)[source]

Anderson-Darling test for normal distribution unknown mean and variance.

Parameters:
x : array_like

The data array.

axis : int

The axis to perform the test along.

Returns:

  • ad2 (float) – Anderson Darling test statistic.

  • pval (float) – The pvalue for hypothesis that the data comes from a normal distribution with unknown mean and variance.

See also

statsmodels.stats.diagnostic.anderson_statistic

The Anderson-Darling a2 statistic.

statsmodels.stats.diagnostic.kstest_fit

Kolmogorov-Smirnov test with estimated parameters for Normal or Exponential distributions.