Anderson–Darling goodness-of-fit test percentage points are given for the three-parameter lognormal distribution for both the cases of positive skewness and a lower bound and negative skewness and an upper bound. The focus is on the most practical case when all parameters are unknown and must be estimated from the sample data. Fitted response functions for the critical values based on the shape parameter and sample size are reported to avoid using a vast array of tables.
- Anderson–Darling goodness-of-fit test
- Probability weighted moments
- Three-parameter lognormal distribution
Tolikas, K., & Heravi, S. (2008). The Anderson–Darling Goodness-of-Fit Test Statistic for the Three-Parameter Lognormal Distribution. Communications in Statistics - Theory and Methods, 37(19), 3135-3143. https://doi.org/10.1080/03610920802101571