Normal test method _r

Http://www.xiaowanxue.com/up_files/201218184029.html

Excerpt from: Wu Xizhi: Nonparametric Statistics (second edition), China Statistics Publishing House, October 2006: p164-165

1, Ks.test ()
For example, 0 is assumed to be N (15,0.2), then Ks.test (x, "Pnorm", 15,0.2). If not a normal distribution, you can also choose "Pexp", "Pgamma" and so on.
2, Shapiro.test ()
The Shapiro-wilk test of normal distribution can be carried out.
3, Nortest Bag
Lillie.test () can carry out more accurate Kolmogorov-smirnov test.
Ad.test () was tested for anderson-darling normality.
Cvm.test () was tested for Cramer-von mises normality.
Pearson.test () for the Pearson card Fangzheng State test.
Sf.test () was tested for shapiro-francia normality.
4, Fbasics Bag
Normaltest () was tested for Kolmogorov-smirnov normality.
Ksnormtest () was tested for Kolmogorov-smirnov normality.
Shapirotest () for Shapiro-wilk ' s normal state test.
Jarqueberatest () was tested for jarque-bera normality.
Dagotest is tested for d ' Agostino normal state.
The Gofnorm is tested by 13 methods and outputs the results.

Original link: http://blog.sina.com.cn/s/blog_65efeb0c0100htz7.html

Common normal test methods for SPSS and SAS

Common normal test methods for SPSS and SAS

Many analytical methods of measurement data require that the data distribution is normal or approximate normal, so it is necessary to test the original independent data for normality.

By plotting the frequency distribution histogram of the data, the normality of data distribution is qualitatively judged. Such a graphical judgment is by no means a rigorous test of normality, and the information it provides is only an important supplement to the test of normality.

There are three main types of normal test methods: First, the calculation of comprehensive statistics

such as dynamic difference method, Shapiro-Wilke Shapiro-wilk method (W test), D′agostino method (D test), Shapiro-francia method (w′ test). The test of fitting goodness of normal distribution

such as Pearson χ2 test, log likelihood ratio test, Kolmogorov Kolmogorov-smirov method test. Diagram method (normal probability probability plot)

such as the number of points (quantile Quantileplot, QQ map), percentile (Percent Percent plot, referred to as PP) and the stability of probability map (stablized probability, SP map). The following This paper introduces some normal test methods commonly used in statistical software 1, the test of data normality with the state coefficient and the peak state coefficient.

SK, which is used to test the asymmetry, the peak state coefficient ku, which is used to test the peak state. S k= 0, K u= 0 o'clock, the distribution is normal, s k> 0 o'clock, the distribution is positive skewness, S K < 0 o'clock, the distribution is negatively biased. Applicable conditions: Sample content should be greater than 200 2, using the Shapiro-Wilke (Shapiro-wilk) method to test data normality

W test, 1965, proposed, suitable for sample content n≤50 when the normal test;. 3, using Dagostino (D′agostino) method to test the data normality

The D test, 1971, suggests that the normal D test method has high efficiency and is a more accurate normal test method. 4. Shapiro-francia method

The w′ test, which was introduced in 1972, is suitable for normal test at < n < 100. 5, QQ or PP map

The scatter is gathered around the fixed line, so that the data is approximate to the normal distribution.

Spss&sas Rules:
SPSS stipulation: When the sample content 3≤n≤5000, the result shapiro-wilk (W test) is embarrassed, when the sample content n > 5000 result takes Kolmogorov-smirnov as the standard.

And the SAS stipulation: When the sample content n≤2000, the result takes Shapiro-wilk (W test) as the standard, when the sample content n >2000, the result takes Kolmogorov-smirnov (D test) to prevail.

Reference:
Liu Qingwu, Hu Zhiyan, how to use SPSS, SAS statistical software for normality Test, Journal of Southern Hunan College (natural Science Edition), 2005
Vermilion, He Lijuan, in SPSS10.0. The method of data normality test, Journal of Capital Institute of Physical Education, 2004