CODE EXAMPLE FOR PYTHON

Anderson-Darling test in python

from scipy.stats import anderson
data = [0.873, 2.817, 0.121, -0.945, -0.055, -1.436, 0.360, -1.478, -1.637, -1.869]
result = anderson(data)
print('stat=%.3f' % (result.statistic))
for i in range(len(result.critical_values)):
	sl, cv = result.significance_level[i], result.critical_values[i]
	if result.statistic < cv:
		print('Probably Gaussian at the %.1f%% level' % (sl))
	else:
		print('Probably not Gaussian at the %.1f%% level' % (sl))