Anderson-Darling (AD) test is a modification of the Cramer-von Mises (CVM) test. It differs from the
CVM test in such a way that it gives more weight to the tails of the distribution (Farrel & Stewart, 2006).
According to Arshad et al. (2003), this test is the most powerful EDF tests. The AD test statistic belongs
to the quadratic class of the EDF statistic in which it is based on the squared difference 123
. Anderson and Darling (1954) defined the statistic for this test as,