Chapter 7: Tests of Goodness of Fit and Randomness

Routines

General Goodness-of-Fit Tests for a Specified Distribution

One-sample continuous data Kolmogorov-Smirnov.................................................. KSONE

Chi-squared test goodness-of-fit test....................................................................... CHIGF

Shapiro-Wilk W-test for normality......................................................................... SPWLK

Lilliefors test for an exponential or a normal distribution.............................................. LILLF

Mardia’s test for multivariate normality.................................................................. MVMMT

Anderson-Darling test for normality....................................................................... ADNRM

Cramer-Von Mises test for normality.................................................................. CVMNRM

Two Sample Tests

Kolmogorov-Smirnov............................................................................................ KSTWO

Tests for Randomness

Runs test.............................................................................................................. RUNS

Pairs-serial test..................................................................................................... PAIRS

d2 test................................................................................................................ DSQAR

Triplets test......................................................................................................... DCUBE



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