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

data array, currently only 1d

Returns:

ad2 : float

Anderson Darling test statistic

pval : float

pvalue for hypothesis that the data comes from a normal distribution with unknown mean and variance