(note that the data must be put in order) comes from a distribution with cumulative distribution function is ...more on Wikipedia about "Anderson-Darling test"
In statistics, the binomial test is an exact test of the statistical significance of deviations from a theoretically expected distribution of observations into two categories. ...more on Wikipedia about "Binomial test"
A chi-square test is any statistical hypothesis test in which the test statistic has a chi-square distribution if the null hypothesis is true. These include: ...more on Wikipedia about "Chi-square test"
The Cochran-Armitage test for trend is a method of directing chi-squared tests toward narrow alternatives. It is often used as a genotype-based test for candidate gene association. ...more on Wikipedia about "Cochran-Armitage test for trend"
In statistics, the Dickey-Fuller test tests whether a unit root is present in an autoregressive model. It is named after the statisticians D. A. Dickey and W. A. Fuller, who developed the test in the 1970s. ...more on Wikipedia about "Dickey-Fuller test"
In statistics, Duncan's new multiple range test (MRT) is a multiple comparison procedure developed by David B Duncan in 1955. Duncan's MRT belongs to the general class of multiple comparison procedures that use the studentized range statistic qr to compare sets of means. ...more on Wikipedia about "Duncan's new multiple range test"
Fisher's exact test is a statistical significance test used in the analysis of categorical data where sample sizes are small. It is named after its inventor, R. A. Fisher, and is one of a class of exact tests. ...more on Wikipedia about "Fisher's exact test"
The Friedman test is a non-parametric statistical test developed by the U.S. economist Milton Friedman. The procedure involves ranking each row (or block) together, then considering the values of ranks by columns. ...more on Wikipedia about "Friedman test"
In statistics, the Jarque-Bera test is a goodness-of-fit measure of departure from normality, based on the sample kurtosis and skewness. The test statistic JB is defined as ...more on Wikipedia about "Jarque-Bera test"
In statistics, the Kolmogorov-Smirnov test (often referred to as the K-S test) is used to determine whether two underlying probability distributions differ from each other or whether an underlying probability distribution differs from a hypothesized distribution, in either case based on finite samples. ...more on Wikipedia about "Kolmogorov-Smirnov test"
In statistics, the Kruskal-Wallis one-way analysis of variance by ranks (named after William Kruskal and Allen Wallis) is a non-parametric method. Intuitively, it is identical to a one-way analysis of variance, with the data replaced by their ranks. ...more on Wikipedia about "Kruskal-Wallis one-way analysis of variance"
In statistics, Kuiper's test is closely related to the more well-known Kolmogorov-Smirnov test (or K-S test as it is often called). As with the K-S test, the discrepancy statistics D+ and D− represent the maximum deviation above and below of the two cumulative distribution functions being compared. The trick with Kuiper's test is to use the quantity D+ + D− as the test statistic. This small change makes Kuiper's test as sensitive in the tails as at the median and also makes it invariant under cyclic transformations of the independent variable. The Anderson-Darling test is another test that provides equal sensitivity at the tails as the median, but it does not provide the cyclic invariance. ...more on Wikipedia about "Kuiper's test"
A likelihood-ratio test is a statistical test relying on a test statistic computed by taking the ratio of the maximum value of the likelihood function under the constraint of the null hypothesis to the maximum with that constraint relaxed. If that ratio is Λ and the null hypothesis holds, then for commonly occurring families of probability distributions, −2 log Λ has a particularly handy asymptotic distribution. Many common test statistics such as the Z-test, the F-test, Pearson's chi-square test and the G-test can be phrased as log-likelihood ratios or approximations thereof. ...more on Wikipedia about "Likelihood-ratio test"
In statistics, the Lilliefors test, named after Hubert Lilliefors, professor of statistics at George Washington University, is an adaptation of the Kolmogorov-Smirnov test. It is used to test the null hypothesis that data come from a normally distributed population, when the null hypothesis does not specify which normal distribution, i.e. does not specify the expected value and variance. ...more on Wikipedia about "Lilliefors test"
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The Mann-Whitney U test is one of the best-known non-parametric statistical significance tests. It is sometimes also called the Mann-Whitney-Wilcoxon (MWW) test. ...more on Wikipedia about "Mann-Whitney U"
The Mantel test is a statistical test of the correlation between two matrices. The matrices must be of the same rank, and in the usual applications, they are matrices of interrelations between the same vectors of objects. ...more on Wikipedia about "Mantel test"
In statistics, McNemar's test is a non-parametric method used on nominal data to determine whether the row and column marginal frequencies are equal. It is named after Q. McNemar, who introduced it in 1947. It is applied to 2 × 2 contingency tables with a dichotomous trait with matched pairs of subjects. ...more on Wikipedia about "McNemar's test"
In statistics, the median test is a special case of Pearson's chi-square test. It tests the null hypothesis that the medians of the populations from which two samples are drawn are identical. The data in each sample are assigned to two groups, one consisting of data whose values are higher than the median value in the two groups combined, and the other consisting of data whose values are at the median or below. A Pearson's chi-square test is then used to determine whether the observed frequencies in each group differ from expected frequencies derived from a distribution combining the two groups. ...more on Wikipedia about "Median test"
In statistics, the Page test for multiple comparisons between ordered alternatives is a generalisation of the test of the statistical significance of a correlation performed using Spearman's rank correlation coefficient. It is also known as Page's trend test or Page's L test. ...more on Wikipedia about "Page's trend test"
Pearson's chi-square test (χ2) is one of a variety of chi-square tests – statistical procedures whose results are evaluated by reference to the chi-square distribution. It tests a null hypothesis that the relative frequencies of occurrence of observed events follow a specified frequency distribution. The events must be mutually exclusive. One of the simplest examples is the hypothesis that an ordinary six-sided die is "fair", i.e., all six outcomes occur equally often. ...more on Wikipedia about "Pearson's chi-square test"
In statistics, a portmanteau test (also called Ljung-Box test) tests whether the autocorrelations of a time series fulfill a certain criterion. It is important within ARIMA models. ...more on Wikipedia about "Portmanteau test"
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To apply a Q test for bad data, arrange the data in order of increasing values and calculate Q as defined: ...more on Wikipedia about "Q test"
Resampling is a term used in statistics to describe a variety of methods for computing summary statistics using subsets of available data (jackknife), drawing randomly with replacement from a set of data points (bootstrapping), or switching labels on data points when performing significance tests (permutation test, also called exact test, randomization test, or re-randomization test). ...more on Wikipedia about "Resampling (statistics)"
In statistics, the Shapiro-Wilk test tests the null hypothesis that a sample x1, ..., xn came from a normally distributed population. The test statistic is ...more on Wikipedia about "Shapiro-Wilk test"
The sign test can be used to test the hypothesis that there is "no difference" between two continuous distributions X and Y. Formally: ...more on Wikipedia about "Sign test"
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Statistical tests