On Sun, 28 Jan 2001, Veeral Patel wrote in part:
Out of curiousty i decided to write a small prog to perform the A-D test in
matlab for the gumbel distribution. Obtaining the gumbel parameters is easy.
however the difficulty is in the actual A-D computation formula as stated by
Stephens(1977).
A2=-[Sum(i=1,n)(2i-1){logzi+log(1-zn+1-i)}]/n-n
whats the point of /n and -n since they both cancel out anyway.
Uh-huh. Perhaps you need to consider the difference between
A2 = - [long expression]/n - n
and
A2 = - [long expression]/(n - n).
The latter of course is infinitely large.
In your program, you appear not to have divided by n, which surely
means that your value of A2 will be n times too large, even if you
have correctly computed [long expression].
-- DFB.
--
Donald F. Burrill[EMAIL PROTECTED]
348 Hyde Hall, Plymouth State College, [EMAIL PROTECTED]
MSC #29, Plymouth, NH 03264 (603) 535-2597
Department of Mathematics, Boston University[EMAIL PROTECTED]
111 Cummington Street, room 261, Boston, MA 02215 (617) 353-5288
184 Nashua Road, Bedford, NH 03110 (603) 471-7128
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