A-Squared是啥意思
各位高手,
谁知道在进行的descriptive statistics,会出现Ａ-Ｓquared=xx, 这是啥意思？请赐教．
谁知道在进行的descriptive statistics,会出现Ａ-Ｓquared=xx, 这是啥意思？请赐教．
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howard (威望:11) (台湾 台湾) 咨询业 咨询顾问
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Measures the area between the fitted line (based on chosen distribution) and the nonparametric step function (based on the plot points). The statistic is a squared distance that is weighted more heavily in the tails of the distribution. Smaller Anderson-Darling values indicates that the distribution fits the data better.
The Anderson-Darling normality test is defined as:
H0: The data follow a normal distribution.
Ha: The data do not follow a normal distribution.
Test Statistic: The Anderson-Darling test statistic is defined as
A2 = - N - (1 / N) S (2i - 1) ( lnF(Yi)+ ln( 1 - F(YN + 1 - i) ))
where:
F is the cumulative distribution function of the normal distribution
Yi are the ordered observations.