Some generalizations of the Anderson-Darling statistic

Abstract

The Anderson-Darling statistic is basically a weighted average of Pearson statistics. In this paper, we first propose to use other weights and next we generalize the Anderson-Darling statistic by inserting the Cressie-and-Read family of statistics into the Anderson-Darling statistic.Anderson-Darling Goodness-of-fit Sample space partitions