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
, KSONEChi-squared test goodness-of-fit test
, CHIGFShapiro-Wilk
W-test for normality
, SPWLKLilliefors test for an exponential or a normal distribution
, LILLFMardia’s test for multivariate normality
, MVMMTAnderson-Darling test for normality
, ADNRMCramer-Von Mises test for normality
, CVMNRMTwo Sample Tests
Kolmogorov-Smirnov
, KSTWOTests for Randomness