Tests of Goodness-of-Fit and Randomness

GENERAL GOODNESS-OF-FIT TESTS FOR A SPECIFIED DISTRIBUTION

ROUTINE DESCRIPTION
KSONE Performs a Kolmogorov-Smirnov one-sample test for continuous distributions.
CHIGF Performs a chi-squared goodness-of-fit test.
SPWLK Performs a Shapiro-Wilk W-test for normality.
LILLF Performs Lilliefors test for an exponential or normal distribution.
MVMMT Computes Mardia's multivariate measures of skewness and kurtosis and tests for multivariate normality.
ADNRM Performs an Anderson-Darling test for normality.
CVMNRM Performs a Cramer-von Mises test for normality.
 

TWO SAMPLE TESTS

ROUTINE DESCRIPTION
KSTWO Performs a Kolmogorov-Smirnov two-sample test.
 

TESTS FOR RANDOMNESS

ROUTINE DESCRIPTION
RUNS Performs a runs up test.
PAIRS Performs a pairs test.
DSQAR Performs a d2 test.
DCUBE Performs a triplets test.