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