Modified Anderson-Darling test for Extreme Value Distribution for maxima

Version 1.0.0.0 (2.41 KB) by Isabella Osetinsky-Tzidaki
ModifiedADforGumbel calculates Modified Anderson-Darling test statistic and estimates p-value
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Updated 21 Feb 2016

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ModifiedADforGumbel calculated Modified Anderson-Darling test statistic and estimates p-value for Extreme Value distribution (GEV tYpe I) for maxima. The EV parameters are eslimated by the Method of Moments that especially suits for small samples. A p-value is estimated by Monte-Carlo method.

Cite As

Isabella Osetinsky-Tzidaki (2025). Modified Anderson-Darling test for Extreme Value Distribution for maxima (https://uk.mathworks.com/matlabcentral/fileexchange/55543-modified-anderson-darling-test-for-extreme-value-distribution-for-maxima), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2015b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0.0

extended explanation
extended explanation
extended explanation