AnDarl swMATH ID: 26216 Software Authors: George Marsaglia; John Marsaglia Description: ADinf.c; AnDarl.c: Evaluating the Anderson-Darling Distribution. Except for n = 1, only the limit as n approaches infinity for the distribution of the Anderson-Darling test for uniformity has been found, and that in so complicated a form that published values for a few percentiles had to be determined by numerical integration, saddlepoint or other approximation methods. We give here our method for evaluating that asymptotic distribution to great accuracy–directly, via series with two-term recursions. We also give, for any particular n, a procedure for evaluating the distribution to the fourth digit, based on empirical CDF’s from samples of size 1010 . Homepage: https://www.jstatsoft.org/v009/i02 Keywords: Anderson-Darling Distribution; C code; ADinf.c; AnDarl.c; Journal of Statistical Software Related Software: R; k.c; LBFGS-B; AS 177; sn; copula; copula; bvcopula; pyvine; Algorithm 462; pandas; Python; BRENT; CDVine; VineCopula; nacopula; Matplotlib; SciPy; F2PY; L-BFGS Cited in: 8 Documents Standard Articles 1 Publication describing the Software Year all top 5 Cited by 20 Authors 1 Arefi, Ahmad 1 Coin, Daniele 1 Gomes-Gonçalves, Erika 1 Grima, Pere 1 Gzyl, Henryk 1 Hitaj, Asmerilda 1 Hu, Taizhong 1 Landsman, Zinoviy M. 1 Lee, Jaesung 1 Makov, Udi E. 1 Marco-Almagro, Lluís 1 Mayoral, Silvia 1 Mercuri, Lorenzo 1 Mittnik, Stefan 1 Park, Jiho 1 Pourtaheri, Reza 1 Rroji, Edit 1 Sánchez-Espigares, José A. 1 Shushi, Tomer 1 Yuan, Zhenfei all top 5 Cited in 6 Serials 3 Communications in Statistics. Theory and Methods 1 Journal of Econometrics 1 Insurance Mathematics & Economics 1 Computational Management Science 1 Sankhyā. Series A 1 Communications in Mathematics and Statistics Cited in 4 Fields 7 Statistics (62-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Probability theory and stochastic processes (60-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year