Anderson Darling Goodness-of-the-fit test?

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Ines on 16 May 2012
I want to assess the GOF of a given dataset to a variety of different distributions (i.e. exponential, lognormal, normal etc) using the Anderson-Darling test-statistics. Unfortunately, this doesn't seem to have been implemented in Matlab, so I was wonderung whether some of you might have a function that does exactly this?

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