What does a lower score in the Anderson-Darling test indicate?

A lower score in the Anderson-Darling test indicates a better fit of the data to the specified distribution, often a normal distribution. This statistical test is particularly sensitive to differences in the tails of the distribution, making it suitable for assessing how well a dataset adheres to a theoretical distribution.

In this context, a score closer to zero suggests that the observed data points show a strong alignment with the expected values of the uniform distribution, resulting in a more accurate representation of the data's underlying characteristics. Therefore, the choice highlights the intent behind conducting the Anderson-Darling test, which is to evaluate goodness-of-fit.

While other options may refer to different statistical properties, they do not directly relate to the core intent of the Anderson-Darling test, which is primarily about assessing fit rather than variability, predictive accuracy, or tail risk.