IMSL C Stat Library
Chapter 7: Tests of Goodness of Fit
Functions
General Goodness-of-fit tests
Chi-squared goodness-of-fit test, chi_squared_test
Conducts the Shapiro-Wilk test for normality, shapiro_wilk_normality_test
Performs a Lilliefors test for normality, lilliefors_normality_test
Performs a chi-squared test for normality, chi_squared_normality_test
One-sample continuous data Kolmogorov-Smirnov, kolmogorov_one
Two-sample continuous data Kolmogorov-Smirnov, kolmogorov_two
Mardia’s test for multivariate normality, multivar_normality_test
Anderson-Darling test for normality, ad_normality_test
Cramer-Von Mises test for normality, cvm_normality_test
Tests for Randomness
Runs test, Paris-serial test, d2 test or triplets tests, randomness_test