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