statsmodels.stats.diagnostic.normal_ad

statsmodels.stats.diagnostic.normal_ad(x, axis=0)[source]

Anderson-Darling test for normal distribution unknown mean and variance

Parameters

x (array_like) – data array, currently only 1d

Returns

  • ad2 (float) – Anderson Darling test statistic

  • pval (float) – pvalue for hypothesis that the data comes from a normal distribution with unknown mean and variance