Goodness-of-fit statistics in reliability analysis

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. For a given distribution, a smaller Anderson-Darling statistic indicates that the distribution fits the data better. However, Anderson-Darling statistics that are calculated for different distributions may not be directly comparable.

The Pearson correlation measures the strength of the linear relationship between the X and Y variables on a probability plot. The correlation values range between 0 and 1. Higher correlation values are associated with a better fitting distribution.