This preview has intentionally blurred sections. Sign up to view the full version.
View Full DocumentThis preview has intentionally blurred sections. Sign up to view the full version.
View Full DocumentThis preview has intentionally blurred sections. Sign up to view the full version.
View Full DocumentThis preview has intentionally blurred sections. Sign up to view the full version.
View Full Document
Unformatted text preview: X P X P ) 8231 . 5 ( ) 8231 . 5 ( 8 1 = < = ≤ x value: 5.8231 y value: cumulative percent 6.25 use formula: P i n i ( ) ( . ) =100 0 5 =5% try it for second point 6 Test of Hypothesis H : Data is normal with mean and sd as calculated from the sample Look at normal probability plot Do statistical tests: Ryan Joiner test: p>0.10 Anderson Darling test p=.708 KolmogorovSmirnov p>0.15 Conclusion: accept H • Shapiro Wilks/Ryan Joiner compares quantiles of observed data to normal distribution • KolmogorovSmirnov computes max distance between cumulative distribution function of data and of fitted normal 7 In a Perfect Data Set Suppose We Have Normal Data r.v. X distributed N(0,1) • cumulative probability fraction of data points ≤2 .02 fraction of data points ≤1 .16 fraction of data points ≤ .50 fraction of data points ≤ 1 .84 fraction of data points ≤ 2 .98 8...
View
Full
Document
This note was uploaded on 09/20/2011 for the course ENG 300 taught by Professor Albin during the Fall '11 term at Rutgers.
 Fall '11
 Albin

Click to edit the document details