Modified Anderson-Darling test for Extreme Value Distribution for maxima

ModifiedADforGumbel calculates Modified Anderson-Darling test statistic and estimates p-value

ModifiedADforGumbel calculated Modified Anderson-Darling test statistic and estimates p-value for Extreme Value distribution (GEV tYpe I) for maxima. The EV parameters are eslimated by the Method of Moments that especially suits for small samples. A p-value is estimated by Monte-Carlo method.