# adtest

Anderson-Darling test

## Description

returns
a test decision for the null hypothesis that the data in vector `h`

= adtest(`x`

)`x`

is
from a population with a normal distribution, using the Anderson-Darling test.
The alternative hypothesis is that `x`

is not from
a population with a normal distribution. The result `h`

is `1`

if
the test rejects the null hypothesis at the 5% significance level,
or `0`

otherwise.

returns
a test decision for the Anderson-Darling test with additional options
specified by one or more name-value pair arguments. For example, you
can specify a null distribution other than normal, or select an alternative
method for calculating the `h`

= adtest(`x`

,`Name,Value`

)*p*-value.

## Examples

### Anderson-Darling Test for a Normal Distribution

Load the sample data. Create a vector containing the first column of the students' exam grades data.

```
load examgrades
x = grades(:,1);
```

Test the null hypothesis that the exam grades come from a normal distribution. You do not need to specify values for the population parameters.

[h,p,adstat,cv] = adtest(x)

`h = `*logical*
0

p = 0.1854

adstat = 0.5194

cv = 0.7470

The returned value of `h = 0`

indicates that `adtest`

fails to reject the null hypothesis at the default 5% significance level.

### Anderson-Darling Test for Extreme Value Distribution

Load the sample data. Create a vector containing the first column of the students' exam grades data.

```
load examgrades
x = grades(:,1);
```

Test the null hypothesis that the exam grades come from an extreme value distribution. You do not need to specify values for the population parameters.

[h,p] = adtest(x,'Distribution','ev')

`h = `*logical*
0

p = 0.0714

The returned value of `h = 0`

indicates that `adtest`

fails to reject the null hypothesis at the default 5% significance level.

### Anderson-Darling Test Using Specified Probability Distribution

Load the sample data. Create a vector containing the first column of the students' exam grades data.

```
load examgrades
x = grades(:,1);
```

Create a normal probability distribution object with mean `mu = 75`

and standard deviation `sigma = 10`

.

dist = makedist('normal','mu',75,'sigma',10)

dist = NormalDistribution Normal distribution mu = 75 sigma = 10

Test the null hypothesis that `x`

comes from the hypothesized normal distribution.

`[h,p] = adtest(x,'Distribution',dist)`

`h = `*logical*
0

p = 0.4687

The returned value of `h = 0`

indicates that `adtest`

fails to reject the null hypothesis at the default 5% significance level.

## Input Arguments

`x`

— Sample data

vector

Sample data, specified as a vector. Missing observations in `x`

,
indicated by `NaN`

, are ignored.

**Data Types: **`single`

| `double`

### Name-Value Arguments

Specify optional
comma-separated pairs of `Name,Value`

arguments. `Name`

is
the argument name and `Value`

is the corresponding value.
`Name`

must appear inside quotes. You can specify several name and value
pair arguments in any order as
`Name1,Value1,...,NameN,ValueN`

.

**Example:**

`'Alpha',0.01,'MCTol',0.01`

conducts
the hypothesis test at the 1% significance level, and determines the
p-value, `p`

, using a Monte Carlo simulation with
a maximum Monte Carlo standard error for `p`

of 0.01.`Distribution`

— Hypothesized distribution

`'norm'`

(default) | `'exp'`

| `'ev'`

| `'logn'`

| `'weibull'`

| probability distribution object

Hypothesized distribution of data vector `x`

,
specified as the comma-separated pair consisting of `'Distribution'`

and
one of the following.

`'norm'` | Normal distribution |

`'exp'` | Exponential distribution |

`'ev'` | Extreme value distribution |

`'logn'` | Lognormal distribution |

`'weibull'` | Weibull distribution |

In this case, you do not need to specify population parameters.
Instead, `adtest`

estimates the distribution parameters
from the sample data and tests `x`

against a composite
hypothesis that it comes from the selected distribution family with
parameters unspecified.

Alternatively, you can specify any continuous probability distribution
object for the null distribution. In this case, you must specify all
the distribution parameters, and `adtest`

tests `x`

against
a simple hypothesis that it comes from the given distribution with
its specified parameters.

**Example: **`'Distribution','exp'`

`Alpha`

— Significance level

`0.05`

(default) | scalar value in the range (0,1)

Significance level of the hypothesis test, specified as the
comma-separated pair consisting of `'Alpha'`

and
a scalar value in the range (0,1).

**Example: **`'Alpha',0.01`

**Data Types: **`single`

| `double`

`MCTol`

— Maximum Monte Carlo standard error

positive scalar value

Maximum Monte
Carlo standard error for the *p*-value, `p`

,
specified as the comma-separated pair consisting of `'MCTol'`

and
a positive scalar value. If you use `MCTol`

, `adtest`

determines `p`

using
a Monte Carlo simulation, and the name-value pair argument `Asymptotic`

must
have the value `false`

.

**Example: **`'MCTol',0.01`

**Data Types: **`single`

| `double`

`Asymptotic`

— Method for calculating *p*-value

`false`

(default) | `true`

Method for calculating the *p*-value of the
Anderson-Darling test, specified as the comma-separated pair consisting
of `'Asymptotic'`

and either `true`

or `false`

.
If you specify `'true'`

, `adtest`

estimates
the *p*-value using the limiting distribution of
the Anderson-Darling test statistic. If you specify `false`

, `adtest`

calculates
the *p*-value based on an analytical formula. For
sample sizes greater than 120, the limiting distribution estimate
is likely to be more accurate than the small sample size approximation
method.

If you specify a distribution family with unknown parameters for the

`Distribution`

name-value pair,`Asymptotic`

must be`false`

.If you use

`MCTol`

to calculate the*p*-value using a Monte Carlo simulation,`Asymptotic`

must be`false`

.

**Example: **`'Asymptotic',true`

**Data Types: **`logical`

## Output Arguments

`h`

— Hypothesis test result

`1`

| `0`

Hypothesis test result, returned as a logical value.

If

`h`

`= 1`

, this indicates the rejection of the null hypothesis at the`Alpha`

significance level.If

`h`

`= 0`

, this indicates a failure to reject the null hypothesis at the`Alpha`

significance level.

`p`

— *p*-value

scalar value in the range [0,1]

*p*-value of the Anderson-Darling test, returned
as a scalar value in the range [0,1]. `p`

is the
probability of observing a test statistic as extreme as, or more extreme
than, the observed value under the null hypothesis. `p`

is
calculated using one of these methods:

If the hypothesized distribution is a fully specified probability distribution object,

`adtest`

calculates`p`

analytically. If`'Asymptotic'`

is`true`

,`adtest`

uses the asymptotic distribution of the test statistic. If you specify a value for`'MCTol'`

,`adtest`

uses a Monte Carlo simulation.If the hypothesized distribution is specified as a distribution family with unknown parameters,

`adtest`

retrieves the critical value from a table and uses inverse interpolation to determine the*p*-value. If you specify a value for`'MCTol'`

,`adtest`

uses a Monte Carlo simulation.

`adstat`

— Test statistic

scalar value

Test statistic for the Anderson-Darling test, returned as a scalar value.

If the hypothesized distribution is a fully specified probability distribution object,

`adtest`

computes`adstat`

using specified parameters.If the hypothesized distribution is specified as a distribution family with unknown parameters,

`adtest`

computes`adstat`

using parameters estimated from the sample data.

`cv`

— Critical value

scalar value

Critical value for the Anderson-Darling test at the significance
level `Alpha`

, returned as a scalar value. `adtest`

determines `cv`

by
interpolating into a table based on the specified `Alpha`

significance
level.

## More About

### Anderson-Darling Test

The Anderson-Darling test is commonly used to test whether a data sample comes from a normal distribution. However, it can be used to test for another hypothesized distribution, even if you do not fully specify the distribution parameters. Instead, the test estimates any unknown parameters from the data sample.

The test statistic belongs to the family of quadratic empirical
distribution function statistics, which measure the distance between
the hypothesized distribution, *F*(*x*)
and the empirical cdf, *F _{n}*(

*x*) as

$$n{\displaystyle {\int}_{-\infty}^{\infty}\left({F}_{n}\left(x\right)-F\left(x\right)\right){}^{2}w\left(x\right)dF\left(x\right)},$$

over the ordered sample values $${x}_{1}<{x}_{2}<\mathrm{...}<{x}_{n}$$, where *w*(*x*)
is a weight function and *n* is the number of data
points in the sample.

The weight function for the Anderson-Darling test is

$$w\left(x\right)={\left[F\left(x\right)\left(1-F\left(x\right)\right)\right]}^{-1},$$

which places greater weight on the observations in the tails of the distribution, thus making the test more sensitive to outliers and better at detecting departure from normality in the tails of the distribution.

The Anderson-Darling test statistic is

$${A}_{n}^{2}=-n-{\displaystyle \sum _{i=1}^{n}\frac{2i-1}{n}}\left[\mathrm{ln}\left(F\left({X}_{i}\right)\right)+\mathrm{ln}\left(1-F\left({X}_{n+1-i}\right)\right)\right],$$

where$$\left\{{X}_{1}<\mathrm{...}<{X}_{n}\right\}$$ are the ordered
sample data points and *n* is the number of data
points in the sample.

In `adtest`

, the decision to reject or not
reject the null hypothesis is based on comparing the *p*-value
for the hypothesis test with the specified significance level, not
on comparing the test statistic with the critical value.

### Monte Carlo Standard Error

The Monte Carlo standard error is the error
due to simulating the *p*-value.

The Monte Carlo standard error is calculated as

$$SE=\sqrt{\frac{\left(\widehat{p}\right)\left(1-\widehat{p}\right)}{\text{mcreps}}},$$

where $$\widehat{p}$$ is
the estimated *p*-value of the hypothesis test, and `mcreps`

is
the number of Monte Carlo replications performed.

`adtest`

chooses the number of Monte Carlo
replications, `mcreps`

, large enough to make the
Monte Carlo standard error for $$\widehat{p}$$ less
than the value specified for `MCTol`

.

**Introduced in R2013a**

## Open Example

You have a modified version of this example. Do you want to open this example with your edits?

## MATLAB Command

You clicked a link that corresponds to this MATLAB command:

Run the command by entering it in the MATLAB Command Window. Web browsers do not support MATLAB commands.

# Select a Web Site

Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .

You can also select a web site from the following list:

## How to Get Best Site Performance

Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.

### Americas

- América Latina (Español)
- Canada (English)
- United States (English)

### Europe

- Belgium (English)
- Denmark (English)
- Deutschland (Deutsch)
- España (Español)
- Finland (English)
- France (Français)
- Ireland (English)
- Italia (Italiano)
- Luxembourg (English)

- Netherlands (English)
- Norway (English)
- Österreich (Deutsch)
- Portugal (English)
- Sweden (English)
- Switzerland
- United Kingdom (English)