statsmodels.stats.diagnostic.anderson_statistic¶

statsmodels.stats.diagnostic.anderson_statistic(x, dist='norm', fit=True, params=(), axis=0)[source]¶

Calculate the Anderson-Darling a2 statistic.

Parameters:

xarray_like: The data to test.
dist{‘norm’, callable}: The assumed distribution under the null of test statistic.
fitbool: If True, then the distribution parameters are estimated. Currently only for 1d data x, except in case dist=’norm’.
paramstuple: The optional distribution parameters if fit is False.
axisint: If dist is ‘norm’ or fit is False, then data can be an n-dimensional and axis specifies the axis of a variable.

Returns: