Anderson-Darling Test - Real Statistics Using Excel

10/4/23, 6:51 PM Anderson-Darling Test | Real Statistics Using Excel
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One-Sample Anderson-Darling Test

Objective
The Anderson-Darling test has a similar objective to that of the Kolmogorov-Smirnov test, but it is more
powerful. This is so since all the data values are considered, not just the one that produces the maximum
difference. Also, more weight is given to the tails of the distribution being fitted. Generally, this test should be
used instead of the Kolmogorov-Smirnov test. Unlike the version of the one-sample Kolmogorov test described on
this website, the approach used varies based on the theoretical distribution being fitted.
How to Perform the Test
https://real-statistics.com/non-parametric-tests/goodness-of-fit-tests/anderson-darling-test/ 1/37
Suppose you want to see how well sample X fits a continuous distribution with cumulative distribution function
(cdf) F(x). To perform the one-sample Anderson-Darling test, first sort the sample X in increasing order: x1 ≤ x2 ≤
… ≤ xn and then calculate the following statistic
Specified Parameters
We start with a distribution function F(x) that is fully determined (i.e. none of the parameters need to be
estimated from the sample). Figure 1 displays the critical values in this case, at least for large samples, although
usually, samples of size n > 7 will suffice. We will refer to such a distribution as generic or specified.
Figure 1 – Anderson-Darling critical values
As for the KS test, there is a significant difference between the sample data and the theoretical distribution
provided A ≥ c.
Actually, we can use the AD_DIST(x) and AD_INV(p) functions to obtain more accurate estimates of the critical
values and p-values. Click here for details.
The critical values and p-values are also valid when the data is fitted to a uniform distribution between 0 and 1
(e.g. when determining whether the data is random).
Estimated Parameters
When the parameters of the distribution are not known but need to be estimated from the sample, we need to
perform a few additional steps. First, we calculate the test statistic AD based on A, but which may be modified
depending on the specific distribution, as described in Figure 2.
Figure 2 – Anderson-Darling test statistic
For the gamma distribution, k is the shape parameter, referred to as α in Gamma Distribution.
We determine that there is a significant difference between the sample data and the theoretical distribution
provided AD ≥ crit, where crit is the critical value (for a given value of α) defined based on the table of critical
values shown in Anderson-Darling Statistical Table.
Normal Distribution
Note that for the normal distribution, the critical value is given by
where a, b, and d are shown in the table of critical values shown in Anderson-Darling Statistical Table.
For the normal distribution, p-values can be obtained from Figure 3.
AD p-value
AD ≤ .2 1 – exp(-13.436 + 101.14 AD – 223.73 AD2)
.2 < AD ≤ .34 1 – exp(-8.318 + 42.796 AD – 59.938 AD2)
.34 < AD < .6 exp(0.9177 – 4.279 AD – 1.38 AD2)
AD ≥ .6 exp(1.2937 – 5.709 AD + 0.0186 AD2)

Figure 3 – p-values for normal distribution
Example
Example 1: Repeat Example 2 of Kolmogorov-Smirnov Test for Normality using the Anderson-Darling test for
normality (the data is repeated in range A4:A18 of Figure 4).
Figure 4 – Anderson-Darling test for normality
We insert formula =NORM.DIST(A4,$G$3,$G$4,TRUE) in cell C4 and the formula =LARGE($C$4:$C$18,B4) in

cell D4. Then we highlight range C4:D18 and press Ctrl-D. The Anderson-Darling A statistic is shown in cell G12
and the modified version AD is shown in cell G13. The p-value (cell G14) is calculated as described in Figure 3
(using range G7:G10). Finally, the critical value (cell G20) is calculated using the a, b, and d critical values from
the table of critical values in Anderson-Darling Statistical Table.
Note that p-value = .040459, and so we conclude that the data is significantly different from normality. This result
is similar to the p-value = .043227 that we obtained from the Shapiro-Wilk test in Example 2 of Shapiro-Wilk
Test.
Note too that the same test can be used for the lognormal distribution. For data {x1, …, xn} you simply test {ln x1,
…, ln xn} for a fit with the normal distribution.
Worksheet Functions
Real Statistics Functions: The following functions are provided in the Real Statistics Pack:
ANDERSON(R1, dist, k) = the Anderson-Darling D statistic for the theoretical cdf values in range R1
(assumed to be sorted in ascending order) based on the distribution defined by dist.
ADCRIT(n, alpha, dist, k, interp) = the critical value for the Anderson-Darling test for the distribution
specified by dist.
ADPROB(x, dist, k, iter, interp, txt) = an approximate p-value for the Anderson-Darling test at x (which is set
to the AD statistic) for the specified distribution, based on an interpolation of the critical values in the table in
Anderson-Darling Statistical Table, using iter number of iterations (default = 40) to calculate the
approximation.
ADTEST(R1, dist, lab, iter, alpha): returns an array with the Anderson-Darling D statistic, the critical value,
and the estimated p-value for the Anderson-Darling test on the data in range R1 (not necessarily in sorted
order) based on the stated distribution dist.
Function arguments
The dist parameter takes the values shown in Figure 5.
Figure 5 – dist values
n is the sample size. This value must be supplied for the normal, lognormal, Laplace, Cauchy, and Generalized
Pareto distributions. It is ignored and can be omitted for the other distributions. For the Laplace or Generalized
Pareto distributions, n must take a value ≥ 10 (and ≤ 100 for the GPD). For the Cauchy distribution, n must take a
value ≥ 5.
k = the shape parameter (alpha) of the gamma distribution (default 1) and is ignored for the other distributions
with the following exception. k is also used in the ADPROB function for the Laplace, Cauchy, and Generalized
Pareto distributions where k = the sample size, which must take a value in the ranges described for n above,
alpha is the significance level (default .05). If interp = TRUE then harmonic interpolation is used in calculating
the critical value; otherwise, linear interpolation is used. If lab = TRUE (default FALSE), then an extra column of
labels is appended to the output from ADTEST to yield a 3 × 2 range.
As described earlier on this webpage, the Anderson-Darling test statistic requires the calculation of the natural
log. If the log of zero or a negative number is required, then the ANDERSON and ATEST functions will return an
error value.
Alpha ranges
Note that the values for α in the table of critical values in Anderson-Darling Statistical Table range from .01 to .15
for the generic distribution, from .0025 to .25 for the exponential distribution, from .005 to .25 for the gamma
distribution, from .005 to .20 for the normal distribution, and from .01 to .25 for the other distributions.
When txt = FALSE (default) for values of x smaller than the lower limit, the value of =ADPROB(x, n, dist, k, iter,
interp) is artificially set to 0, and for values of x bigger than the upper limit, the value of this formula is set to 1.
When txt = TRUE, then the output takes a form such as “< .01” or “> .25”.
Arguments for the ADTEST function
For ADTEST, dist and alpha are as described above. ADTEST returns a column array with the values AD statistic,
p-value, and critical value. If lab = TRUE (default FALSE), then a column of labels is appended to the output.
R1 is a column array or range that contains the sample data. The exception is the generic case, where R1 contains
the theoretical cdf values. Note that for the uniform distribution, which is assumed to be on the interval (0,1), the
sample and theoretical cdf values are the same.
For the ADTEST function for the Generalized Pareto distribution, the location parameter μ for the data in R1 must
be zero (otherwise, you must subtract μ from all the sample data values).
iter argument for the ADTEST function
iter is used to determine the distribution parameters for the specified distribution (defined by dist). If iter > 0
then these parameters are estimated using the maximum likelihood estimate (MLE) based on the GAMMA_FIT,
WEIBULL_FIT, etc. functions using the default argument values except that the number of iterations is set to the
iter value (see Distribution Fitting via the MLE).
If iter = 0 or -1 then the distribution parameters are estimated using the method of moments based on the
GAMMA_FITM, WEIBULL_FITM, etc. functions using the default argument values except that if iter = -1 then
the pure argument is set to TRUE (see Distribution Fitting via the Method of Moments).
For the Cauchy distribution (dist = 12 or “cauchy”), then if iter = 0, then the trim mean estimate is used, while if
iter = -1 then the median estimate is used; in either case, the exclusive version of the IQR is used.
If iter = -2 then the distribution parameters are estimated by the WEIBULL_FITR and CAUCHY_FITX functions
using the default arguments. In fact, iter = -2 is only used for the Weibull or Cauchy distributions.
Alternative form of the ADTEST function
Note that if the default WEIBULL_FIT, GAMMA_FITM, etc. argument values, as described above, don’t yield the
desired result, you can separately estimate the distribution parameters and then use the following alternative
version of the ADTEST function.
ADTEST(R1, dist, lab, , alpha, param1, param2)
If param1 is specified then the value of iter is ignored and the distribution parameter values are those specified by
param1 and, if necessary, by param2. Note that this form can’t be used for dist = 0 or “specified”, or for dist = 6
or “uniform”. For the uniform distribution, the parameters are automatically set to 0 and 1. For the specified case,
no parameters are used since R1 contains the theoretical cdf values and so these don’t need to be estimated from
the distribution parameters.
Alternative Analysis
For Example 1, the value in cell G13 can be computed by =ANDERSON(C4:C18,1). Note that the cell range
corresponds to the F(x) values in column C, not the data values in column A.
Here, the F(x) values are based on the sample mean and standard deviation. If instead, we wanted to test whether
the data in range A4:A18 of Figure 4 was a good fit for a normal distribution with mean 4 and standard deviation
2, we would use the analysis shown in Figure 6.
Figure 6 – Anderson-Darling test for a generic distribution
Example using worksheet functions
Example 2: Test whether the data in range A4:A18 of Figure 7 is a good fit for the gamma distribution.
Figure 7 – Anderson-Darling test for gamma distribution
This time, we use the ADTEST array function to compute the p-value for the test. Since p-value = “>.25”, we
conclude that the gamma value is a good fit for the data. Note that p-value = “>.25” simply means that the
calculated Anderson-Darling statistic (.3901) is less than the smallest value on the table of critical values, which in
this case is .475 (when α = .25 for k = 3, the value in cell F4). Thus, we really know that p-value >> .25.
We would have gotten the same result for the p-value by using the formula =ADPROB(F9,4,F4). Note that this
time, we need to explicitly refer to the k value in cell F4. We could have calculated the Anderson-Darling statistic
by using the formula =ANDERSON(C4:C18,4,F4).
Note that while the ANDERSON function uses the theoretical F(x) values (column C), ADTEST uses the data
values (column A). The only exception to this is for a test of a generic distribution (i.e. one where there are no
unknown parameters). In this case, ADTEST must reference the theoretical F(x) values. E.g. to calculate the
results shown in range F9:F11 of Figure 6, we could use the array formula =ADTEST(C4:C18,,TRUE).
Data Analysis Tool
You can also perform the One-sample Anderson-Darling Test via the Goodness of Fit data analysis tool.
Click here for more information about this data analysis tool.
Examples Workbook
Click here to download the Excel workbook with the examples described on this webpage.
References
Ang, A. H. and Tang, W. H. (2006) Probability Concepts in Engineering: Emphasis on Applications in Civil &
Environmental Engineering
Pettitt, A.N. (1976) A two-sample Anderson-Darling rank statistic. Biometrika (1976) 63 (1): 161-168
https://academic.oup.com/biomet/article/63/1/161/236401/A-two-sample-Anderson-Darling-rank-statistic
Stephens, M.A. (1979) The Anderson-Darling statistic. Technical Report No. 39. Stamford University.
https://archive.org/details/DTIC_ADA079807/page/n19/mode/2up
Puig, P. and Stephens, M. A. (2000) Tests of fit for the Laplace distribution, with applications
http://dx.doi.org/10.1080/00401706.2000.10485715
35 thoughts on “One-Sample Anderson-Darling Test”
Anil Aba
November 12, 2021 at 3:23 pm
Charles,
as far as I understood, we can’t do One-Sample AD Test for a Pareto dist with your add-in?
You have 8 distributions on your Figure. 5 which does not include Pareto Dist, right?
Reply
Charles
November 13, 2021 at 8:28 am
Anil,
That is correct. I don’t currently support a Pareto distribution for the one-sample AD test.
I plan to look into whether there is a version of the AD test that supports the Pareto distribution.
Charles
Reply
Gwenn
October 13, 2021 at 11:28 am
Dear Charles,
I am little confused as to how to calculate the p-value. On another page, you mention Marsaglia ADDIST
approximation. Here you mention the ADPROB which is based on a piecewise valuation defined in Fig. 3 that
comes from D’Agostino-Stephens. Which one does what?
Reply
Charles
October 16, 2021 at 5:54 pm
Dear Gwenn,
They are two different ways of estimating the p-value. The estimates should be reasonably close.
ADPROB is based on interpolations between the table of critical values shown in
Anderson-Darling Statistical Table
AD_DIST uses the formulas shown at
Anderson Darling Distribution
Charles
Reply
Eduardo Sandoval
September 24, 2020 at 4:21 am
Dear Charles,
I really appreciate your post, this is extremely useful! However, I have a question for you. Do you have the
formulae (similar to the ones in Figure 3) to calculate the p-values for the rest of the distributions you
mentioned in this post? And if so, could you share those please?
Warm regards from Mexio City,
Eduardo
Reply
Charles
September 24, 2020 at 9:46 am
Hello Eduardo,
Sorry, but I don’t. Yo calculate the p-values for the other distributions, I use interpolations from the critical
values.
Charles
Reply
Erle Bustamante
June 1, 2020 at 9:58 pm
Hi Charles, it is possible to test anderson darling and at simultaneously get a p – value to pdf gamma. I have a
sample of a generated series, and I also need to try adjusting it to a gamma pdf discriminating some data.
Reply
Charles
June 3, 2020 at 4:54 pm
Sorry, I don’t understand your question.

Charles
Reply
Jessica
March 11, 2020 at 3:21 am
Hi Charles,
If I want to test for Weibull distribution, can I still use the formula in figure 3 to find the p-value?
Thank you.
Reply
Charles
March 11, 2020 at 9:01 am
Hello Jessica,
No, that is only for the normal distribution. The webpage describes how to calculate the p/value for the
Weibull distribution.
Charles
Reply
Jessica
March 11, 2020 at 2:42 pm
Hi Charles,
May I know which part mentioning about p-value for Weibull? Is it figure 2?
Thanks
Reply
Charles
March 11, 2020 at 6:25 pm
Hello Jessica,
Use the ADPROB or ADTEST function.
Charles
Reply
Rafael
February 15, 2020 at 2:00 pm
Dear Charles,
First of all, thank you very much for this site. It is very helpful!
Secondly, how can I perform an Anderson-Darling test with censored data?
Thanks
Reply
Charles
Hi Rafael,
Glad that you find the site helpful.
Real Statistics doesn’t yet support this topic. The following paper may be helpful:
https://www.researchgate.net/publication/239182869_Nonparametric_Goodness-of-
Fit_Tests_for_Censored_Data
Charles
Reply
Rafael
Dear Charles,
Thanks for your quick answer. I will read the paper.
Reply
Jessica
January 16, 2020 at 1:32 am
Hi Charles,
If have sample size more than 300 and I want to test if this set of data follows exponential distribution, can I
still use Anderson-Darling test? or is there any better way to do it? Thanks
Jessica
Reply
Jessica
Sorry, correction on my sample size. Sample size is 47.
Reply
Charles
Hello Jessica,
Yes, you can use Anderson-Darling test to determine whether data follows an exponential distribution.
Charles
Reply
CR
Hi Charles,
This is to test normality in regards to what? I have a set of failure data that I expect to follow Weibull
distribution. How can I use AD test to verify this?
Reply
Charles
Normality refers to the normal distribution. How to test whether the data fits with a Weibull ditribution is
described on this webpage.
Charles
Reply
ALLAN ISSAMI NAKAYA

August 9, 2019 at 4:15 am
Hi Charles,
Could yu please check the p-value formula 0,34<D<0,6? I belive the correct one is =EXP(0,9177-
4,279*D+1,38*D^2) instead of =EXP(0,9177-4,279*D-1,38*D^2). The formula seems to provide a better result
if you add the term +1,38*D^2.
Reply
Charles
August 9, 2019 at 8:04 pm
Hi Allan,
All the references that I have seen use the formula =EXP(0,9177-4,279*D-1,38*D^2). Can you give me a
reference where the other formula is used?

Charles
Reply
Mark G.
May 1, 2019 at 1:21 pm
Hi Charles,
Could you please check that the formula for the A statistic is correct? Instead of a difference between the two
LN() parts of the equation, a few other references show this as an addition. The formula seems to give a better
result if the two terms are added!
Thanks for providing a great website.
Best regards
Reply
Charles
May 2, 2019 at 8:34 am
Hi Mark,
Yes, you are correct. I believe that this is a typing mistake and that all the calculations on the website and in
the Real Statistics software used the correct formula.
I have now corrected the formula on the webpage. Thank you very much for identifying this error and
improving the accuracy of the website.
Charles
Reply
Jeff Deckelbaum
Charles,
Your Real Statistics Add-In Package, not to mention your comprehensive website is second to none!!
I was running a One-Sample Anderson Darling test. In order to ensure my understanding, I worked through
your Example 1 …with the 15 data points and a normal distribution. When I work through the example on the
web page, I match your answers perfectly. However, when I run the same problem on the Goodness of Test
function in the Real Statistics Data Pack, I get a p-value of .0329 instead of .040459 as depicted in your
example. It so happens if I use stdev.p instead of stdev.s I match the .0329. Would appreciate your help.
Thanks, Jeff
Reply
Charles
Hello Jeff,
If on the data analysis tool you choose the MLE or Pure Moments option, then you will get the .0329 value
(using stdev.p), while if you choose the Moments option (using stdev.s), you will get the .040459 answer.
Charles
Reply
Daniel
May 10, 2018 at 3:32 pm
Hi Charles,
Can we use the AD test for Gamma distribution on small samples (i.e 5 samples)?
And is there any formula to calculate D statistics for Gamma that has the parameter K<1?
Thank you,
Reply
Charles
May 10, 2018 at 5:16 pm
Daniel,
1. You can probably use the test for such a small sample (although I would be cautious about any results with
such a small sample). I suggest that you try it.
2. There may a formula to calculate D when k < 1, but I have not investigated this as yet. Charles
Reply
Daniel
May 11, 2018 at 7:07 am
Thank you so much for your response Charles.
Reply
Ricardo Schvartzaid
March 14, 2018 at 9:38 pm
Very Helpfull!!
TKS!
Reply
Steve
October 21, 2017 at 11:05 am
Hi, Charles,
I’m trying to puzzle my way through testing goodness-of-fit testing of a Rayleigh distribution against some
defect discovery rate data. I saw here that the Anderson-Darling test is affected by tie values in the data:
http://www.variation.com/da/help/hs133.htm. Variation.com also recommends something called a skewness-
kurtosis test for data with tie values. How bad is the tie value problem in A-D, and does Real Statistics have the
S-K test by another name?
Thanks-this is a great resource.

-Steve.
Reply
Charles
October 21, 2017 at 6:01 pm
Steve,
The skewness and kurtosis tests (as well as the d’Agostino Pearson test) are described on the following
webpage:
https://real-statistics.com/tests-normality-and-symmetry/statistical-tests-normality-symmetry/dagostino-
pearson-test/
The d’Agostino Pearson test is the test that I use to test normality when there are a lot of ties (otherwise, I use
Shapiro-Wilk).
Charles
Reply
David
September 21, 2017 at 2:54 pm
Hi Charles,
I think you are missing some inequalities for the p-value in Cell G14.
=IF(G13<=F7,G7,IF(G13<=F8,G8,IF(G13<F9,G9,G10)))
Does Anderson-Darling work if a lot of the raw data share the same numbers? This causes the rank to be
repetitive (e.g. multiple 1s, 3s, 7s,…). Would I have to manually re-rank my items?
Thanks,
David
Reply
Juergen
August 14, 2017 at 4:09 pm
Hi Charles,
are you planning to implement the two-sample Anderson-Darling test? That would be great!
Kind regards
Juergen
Reply
Charles
August 14, 2017 at 4:50 pm
Juergen,
It is on my list of possible future enhancements, although I don’t have any immediate plans to implement it
(especially since I have already implemented the two-sample KS test).
Charles
Reply
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10/4/23, 6:51 PM Anderson-Darling Test | Real Statistics Using Excel

One-Sample Anderson-Darling Test

How to Perform the Test

Figure 1 – Anderson-Darling critical values

Figure 2 – Anderson-Darling test statistic

For the normal distribution, p-values can be obtained from Figure 3.

AD ≤ .2 1 – exp(-13.436 + 101.14 AD – 223.73 AD2)

.2 < AD ≤ .34 1 – exp(-8.318 + 42.796 AD – 59.938 AD2)

.34 < AD < .6 exp(0.9177 – 4.279 AD – 1.38 AD2)

AD ≥ .6 exp(1.2937 – 5.709 AD + 0.0186 AD2)

Figure 3 – p-values for normal distribution

Figure 4 – Anderson-Darling test for normality

We insert formula =NORM.DIST(A4,$G$3,$G$4,TRUE) in cell C4 and the formula =LARGE($C$4:$C$18,B4) in

The dist parameter takes the values shown in Figure 5.

Figure 5 – dist values

Arguments for the ADTEST function

iter argument for the ADTEST function

Alternative form of the ADTEST function

ADTEST(R1, dist, lab, , alpha, param1, param2)

Figure 6 – Anderson-Darling test for a generic distribution

Example using worksheet functions

Figure 7 – Anderson-Darling test for gamma distribution

Data Analysis Tool

35 thoughts on “One-Sample Anderson-Darling Test”

Warm regards from Mexio City,

Sorry, I don’t understand your question.

Secondly, how can I perform an Anderson-Darling test with censored data?

Thanks for your quick answer. I will read the paper.

Sorry, correction on my sample size. Sample size is 47.

ALLAN ISSAMI NAKAYA

reference where the other formula is used?

Thank you so much for your response Charles.

Thanks-this is a great resource.

Real Statistics Resources

Introduction to Non-parametric Tests

Mood’s Median Test (for two samples)

Wilcoxon Rank Sum Test for Independent Samples

Mann-Whitney Test for Independent Samples

Permutation Test for Two Independent Samples

Wilcoxon Signed-Ranks Test

Permutation Test for Paired Samples

One-Sample Runs Test

Two-Sample Runs Test

Siegel-Tukey Test for Equal Variability

Moses’ Test for Equal Variability

Goodness of Fit Tests

One-Sample Kolmogorov-Smirnov Test

Two-Sample Kolmogorov-Smirnov Test

One-Sample Anderson-Darling Test

Two-Sample Anderson-Darling Test

Chi-square Goodness of Fit Test

Goodness-of-fit for Benford Distribution

Goodness of Fit Analysis Tools

Goodness of Fit Tests based on the Characteristic Function

Data Analysis Tools for Non-parametric Tests

Resampling Data Analysis Tool

Non-parametric Tolerance Interval

© 2023 REAL STATISTICS USING EXCEL - Charles Zaiontz

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