The Anderson-Darling statistic is a measure of how far the plot points fall from the fitted line in a probability plot. The statistic is a weighted squared distance from the plot points to the fitted line with larger weights in the tails of the distribution. Minitab uses an adjusted Anderson-Darling statistic, because the statistic changes when a different plot point method is used.
Minitab provides an Anderson-Darling statistic for the maximum likelihood and least squares estimation methods.
|n||number of plotted points|
|zi||fitted estimate of the cumulative distribution function for the ith point|
|Fn(zi)||the point plotted for the ith data point|