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How to create CDF for anderson darling test


From: babelproofreader
Subject: How to create CDF for anderson darling test
Date: Sun, 31 Jan 2010 10:31:30 -0800 (PST)

I would like to use the anderson_darling_test from the Octave forge
Statistics package to test if two vectors of data are drawn from the same
statistical distribution. Furthermore, the reference distribution is
unlikely to be "normal". This reference distribution will be the known
distribution and taken from the help for the above function " 'If you are
selecting from a known distribution, convert your values into CDF values for
the distribution and use "uniform'. "

My question therefore is: how would I convert my data values into CDF values
for the reference distribution?

Some background information for the problem: I have a vector of raw data
values from which I extract the cyclic component (this will be the reference
distribution); I then wish to compare this cyclic component with the raw
data itself to see if the raw data is essentially cyclic in nature. If the
the null hypothesis that the two are the same can be rejected I will then
know that most of the movement in the raw data is not due to cyclic
influences but is due to either trend or just noise.
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