Anderson-Darling test
The Anderson-Darling test is a statistical test used to determine if a sample of data comes from a specific probability distribution, commonly the normal distribution. It assesses how well the data fits the chosen distribution by comparing the empirical distribution function of the sample to the expected distribution.
This test is particularly sensitive to deviations in the tails of the distribution, making it useful for identifying outliers or extreme values. A low p-value from the test indicates that the data does not fit the specified distribution well, while a high p-value suggests a good fit.