FNLStat : Tests of Goodness of Fit and Randomness
Tests of Goodness of Fit and Randomness
Routines
7.1 General Goodness-of-Fit Tests for a Specified Distribution
One-sample continuous data Kolmogorov-Smirnov KSONE
Chi-squared test goodness-of-fit test CHIGF
Shapiro-Wilk W-test for normality SPWLK
Lilliefors test for an exponential or a normal distribution LILLF
Mardia’s test for multivariate normality MVMMT
Anderson-Darling test for normality ADNRM
Cramer-Von Mises test for normality CVMNRM
7.2 Two Sample Tests
Kolmogorov-Smirnov KSTWO
7.3 Tests for Randomness
Runs test RUNS
Pairs-serial test PAIRS
d2 test DSQAR
Triplets test DCUBE
Published date: 03/19/2020
Last modified date: 03/19/2020