g08 Chapter Contents
g08 Chapter Introduction
NAG Library Manual

# NAG Library Function Documentnag_anderson_darling_uniform_prob (g08cjc)

## 1  Purpose

nag_anderson_darling_uniform_prob (g08cjc) calculates the Anderson–Darling goodness-of-fit test statistic and its probability for the case of standard uniformly distributed data.

## 2  Specification

 #include #include
 void nag_anderson_darling_uniform_prob (Integer n, Nag_Boolean issort, double y[], double *a2, double *p, NagError *fail)

## 3  Description

Calculates the Anderson–Darling test statistic ${A}^{2}$ (see nag_anderson_darling_stat (g08chc)) and its upper tail probability by using the approximation method of Marsaglia and Marsaglia (2004) for the case of uniformly distributed data.

## 4  References

Anderson T W and Darling D A (1952) Asymptotic theory of certain ‘goodness-of-fit’ criteria based on stochastic processes Annals of Mathematical Statistics 23 193–212
Marsaglia G and Marsaglia J (2004) Evaluating the Anderson–Darling distribution J. Statist. Software 9(2)

## 5  Arguments

1:     nIntegerInput
On entry: $n$, the number of observations.
Constraint: ${\mathbf{n}}>1$.
2:     issortNag_BooleanInput
On entry: set ${\mathbf{issort}}=\mathrm{Nag_TRUE}$ if the observations are sorted in ascending order; otherwise the function will sort the observations.
3:     y[n]doubleInput/Output
On entry: ${y}_{\mathit{i}}$, for $\mathit{i}=1,2,\dots ,n$, the $n$ observations.
On exit: if ${\mathbf{issort}}=\mathrm{Nag_FALSE}$, the data sorted in ascending order; otherwise the array is unchanged.
Constraint: if ${\mathbf{issort}}=\mathrm{Nag_TRUE}$, the values must be sorted in ascending order. Each ${y}_{i}$ must lie in the interval $\left(0,1\right)$.
4:     a2double *Output
On exit: ${A}^{2}$, the Anderson–Darling test statistic.
5:     pdouble *Output
On exit: $p$, the upper tail probability for ${A}^{2}$.
6:     failNagError *Input/Output
The NAG error argument (see Section 3.6 in the Essential Introduction).

## 6  Error Indicators and Warnings

On entry, argument $⟨\mathit{\text{value}}⟩$ had an illegal value.
NE_BOUND
The data in y must lie in the interval $\left(0,1\right)$.
NE_INT
On entry, ${\mathbf{n}}=⟨\mathit{\text{value}}⟩$.
Constraint: ${\mathbf{n}}>1$.
NE_INTERNAL_ERROR
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
NE_NOT_INCREASING
${\mathbf{issort}}=\mathrm{Nag_TRUE}$ and the data in y is not sorted in ascending order.

## 7  Accuracy

Probabilities greater than approximately $0.09$ are accurate to five decimal places; lower value probabilities are accurate to six decimal places.

Not applicable.

None.

## 10  Example

This example calculates the ${A}^{2}$ statistic and its $p$-value for uniform data obtained by transforming exponential variates.

### 10.1  Program Text

Program Text (g08cjce.c)

### 10.2  Program Data

Program Data (g08cjce.d)

### 10.3  Program Results

Program Results (g08cjce.r)