Feature request: tests of data drawn from distributions

[privong]

Apply the monte carlo (bootstrapping and perturbation) methods to statistical tests comparing data with empirical or parametric probability distributions.

Tests to Consider for Implementation

Top Priority

• Anderson-Darling Test (scipy)
• Kolmogorov-Smirnov Test (data with distribution [scipy], data with other data [scipy])
• Shapiro-Wik (scipy).
  • The scipy implementation does not handle censored data, but an algorithm for that is given in ALGORITHM AS R94 APPL. STATIST. (1995) VOL. 44, NO. 4.

Lower priority

• Fligner-Killeen (equality of variance, scipy)
• Mood’s median test (scipy)