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Two Tests of “Normality”
Abstract The $ χ^{2} $-test cannot be recommended for the normality tests of different distributions occurring in the practice. Even if our samples are quite different from the Gaussian distribution, the $ χ^{2} $-test accepts them as normally distributed ones with high probabilities at the most frequently used significance levels. When applying the $ χ^{2} $-test the seemingly predominant presence of Gaussian parent distribution may contribute to the survival of the traditional (not robust and not resistant) statistical algorithms. For measured data sets it can be suggested the use of the Csernyák test as a first step of type-determination (using the actual Fa distribution function instead of Φ in Eq. (10) by calculating the critical values) if according to our zero hypothesis the distribution originates from the fa supermodel and an outlier-free case can be justifiedly supposed.
Two Tests of “Normality”
Abstract The $ χ^{2} $-test cannot be recommended for the normality tests of different distributions occurring in the practice. Even if our samples are quite different from the Gaussian distribution, the $ χ^{2} $-test accepts them as normally distributed ones with high probabilities at the most frequently used significance levels. When applying the $ χ^{2} $-test the seemingly predominant presence of Gaussian parent distribution may contribute to the survival of the traditional (not robust and not resistant) statistical algorithms. For measured data sets it can be suggested the use of the Csernyák test as a first step of type-determination (using the actual Fa distribution function instead of Φ in Eq. (10) by calculating the critical values) if according to our zero hypothesis the distribution originates from the fa supermodel and an outlier-free case can be justifiedly supposed.
Two Tests of “Normality”
Hajagos, B. (Autor:in) / Steiner, F. (Autor:in) / Szűcs, P. (Autor:in)
1999
Aufsatz (Zeitschrift)
Englisch
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