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Anderson-Darling Goodness Of Fit Test to Inverse Gaussian Distbtn

by Matthew Brenneman

 

08 May 2009

Tests M random samples of N random vars to determine if they are from Inverse Gaussian distbtn.

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Description

This program is based on the method published by O'Reilly & Rueda (see program for more details for reference). Confidence level (i.e. alpha value) is chosen,and if the number of AD test stats > critical value exceeds alpha, H0 is rejected.

The program requires 3 input files:
2 of these files are needed to compute the critical values for the AD test: the third input file is the user's data file.

This program also calls a number of subrs provided.

MATLAB release MATLAB 7.7 (R2008b)
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statistics Matthew Brenneman 08 May 2009 10:15:08
mathematics Matthew Brenneman 08 May 2009 10:15:08
simulation Matthew Brenneman 08 May 2009 10:15:08

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