FNLStat : Tests of Goodness of Fit and Randomness
Tests of Goodness of Fit and Randomness
Routines
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
Two Sample Tests
Kolmogorov-Smirnov KSTWO
Tests for Randomness
Runs test RUNS
Pairs-serial test PAIRS
d2 test DSQAR
Triplets test DCUBE