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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...
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 Fall '11
 Albin
 Normal Distribution, data points, Normal probability plot

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