IMSL Fortran Stat Library
 
Chapter 7 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