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scipy.stats.

# anderson

scipy.stats.anderson(x, dist='norm', *, method=None)

  Anderson-Darling test for data coming from a particular distribution.

  The Anderson-Darling test tests the null hypothesis that a sample is drawn from a population that follows a particular distribution. For the Anderson-Darling test, the critical values depend on which distribution is being tested against. This function works for normal, exponential, logistic, weibull_min, or Gumbel (Extreme Value Type I) distributions.

  Parameters:
    x array_like

      Array of sample data.

    dist{‘norm’, ‘expon’, ‘logistic’, ‘gumbel’, ‘gumbel_l’, ‘gumbel_r’, ‘extreme1’, ‘weibull_min’}, optional

      The type of distribution to test against. The default is ‘norm’. The names ‘extreme1’, ‘gumbel_l’ and ‘gumbel’ are synonyms for the same distribution.

    method str or instance of `MonteCarloMethod`

      Defines the method used to compute the p-value. If method is `"interpolated"`, the p-value is interpolated from pre-calculated tables. If method is an instance of `MonteCarloMethod`, the p-value is computed using `scipy.stats.monte_carlo_test` with the provided configuration options and other appropriate settings.

      Added in version 1.17.0: If method is not specified, `anderson` will emit a `FutureWarning` specifying that the user must opt into a p-value calculation method. When method is specified, the object returned will include a `pvalue` attribute, but no `critical_value`, `significance_level`, or `fit_result` attributes. Beginning in 1.19.0, these other attributes will no longer be available, and a p-value will always be computed according to one of the available method options.

  Returns:
    result AndersonResult

      If method is provided, this is an object with the following attributes:

      statisticfloat

        The Anderson-Darling test statistic.

      pvalue: float

        The p-value corresponding with the test statistic, calculated according to the specified method.

      If method is unspecified, this is an object with the following attributes:

      statisticfloat

        The Anderson-Darling test statistic.

      critical_valueslist

        The critical values for this distribution.

      significance_levellist

        The significance levels for the corresponding critical values in percents. The function returns critical values for a differing set of significance levels depending on the distribution that is being tested against.

      fit_result`FitResult`

        An object containing the results of fitting the distribution to the data.

      Deprecated since version 1.17.0: The tuple-unpacking behavior of the return object and attributes `critical_values`, `significance_level`, and `fit_result` are deprecated. Beginning in SciPy 1.19.0, these features will no longer be available, and the object returned will have attributes `statistic` and `pvalue`.

  See also

  `kstest`

    The Kolmogorov-Smirnov test for goodness-of-fit.

  Notes

  Critical values provided when method is unspecified are for the following significance levels:

  normal/exponential

    15%, 10%, 5%, 2.5%, 1%

  logistic

    25%, 10%, 5%, 2.5%, 1%, 0.5%

  gumbel_l / gumbel_r

    25%, 10%, 5%, 2.5%, 1%

  weibull_min

    50%, 25%, 15%, 10%, 5%, 2.5%, 1%, 0.5%

  If the returned statistic is larger than these critical values then for the corresponding significance level, the null hypothesis that the data come from the chosen distribution can be rejected. The returned statistic is referred to as ‘A2’ in the references.

  For `weibull_min`, maximum likelihood estimation is known to be challenging. If the test returns successfully, then the first order conditions for a maximum likelihood estimate have been verified and the critical values correspond relatively well to the significance levels, provided that the sample is sufficiently large (>10 observations [7]). However, for some data - especially data with no left tail - `anderson` is likely to result in an error message. In this case, consider performing a custom goodness of fit test using `scipy.stats.monte_carlo_test`.

  References

  [1]

  https://www.itl.nist.gov/div898/handbook/prc/section2/prc213.htm

  [2]

  Stephens, M. A. (1974). EDF Statistics for Goodness of Fit and Some Comparisons, Journal of the American Statistical Association, Vol. 69, pp. 730-737.

  [3]

  Stephens, M. A. (1976). Asymptotic Results for Goodness-of-Fit Statistics with Unknown Parameters, Annals of Statistics, Vol. 4, pp. 357-369.

  [4]

  Stephens, M. A. (1977). Goodness of Fit for the Extreme Value Distribution, Biometrika, Vol. 64, pp. 583-588.

  [5]

  Stephens, M. A. (1977). Goodness of Fit with Special Reference to Tests for Exponentiality , Technical Report No. 262, Department of Statistics, Stanford University, Stanford, CA.

  [6]

  Stephens, M. A. (1979). Tests of Fit for the Logistic Distribution Based on the Empirical Distribution Function, Biometrika, Vol. 66, pp. 591-595.

  [7]

  Richard A. Lockhart and Michael A. Stephens “Estimation and Tests of Fit for the Three-Parameter Weibull Distribution” Journal of the Royal Statistical Society.Series B(Methodological) Vol. 56, No. 3 (1994), pp. 491-500, Table 0.

  [8]

  D’Agostino, Ralph B. (1986). “Tests for the Normal Distribution”. In: Goodness-of-Fit Techniques. Ed. by Ralph B. D’Agostino and Michael A. Stephens. New York: Marcel Dekker, pp. 122-141. ISBN: 0-8247-7487-6.

  Examples

  Test the null hypothesis that a random sample was drawn from a normal distribution (with unspecified mean and standard deviation).

      >>> import numpy as np
      >>> from scipy.stats import anderson
      >>> rng = np.random.default_rng()
      >>> data = rng.random(size=35)
      >>> res = anderson(data, dist='norm', method='interpolate')
      >>> res.statistic
      np.float64(0.9887620209957291)
      >>> res.pvalue
      np.float64(0.012111200538380142)

  The p-value is approximately 0.012,, so the null hypothesis may be rejected at a significance level of 2.5%, but not at a significance level of 1%.