Test of normal distribution of MATLAB (final) _matlab

Source: Internet
Author: User
% normal distribution test%%c.s. Ruan
X Figure hist (x),% frequency histogram (see whether the naked eye is symmetrical, middle more, both sides less) figure; Histfit (x);% normal curve fitting normfit (x);% normality test (whether discrete points are distributed on a straight line, indicating that samples are from normal distribution, otherwise non-normal distribution)% parameter estimation [muhat,sigmahat,muci,sigmaci]= Normfit (x);%muhat mean, sigmahat variance, Muci mean 0.95 confidence interval, Sigmaci variance 0.95 confidence Interval% hypothesis test (now if the variance is unknown, verify that the mean value is Mahat) [h,sig,ci]= TTest (X,muhat); %h=0, accept the assumption that the mean =mahat% of which H is a Boolean variable, h=0 that the 0 hypothesis is not rejected, the assumption that the mean value is mahat is reasonable. If H=1 is the opposite;%ci represents a confidence interval of 0.95. If the%sig is larger than 0.5, it cannot reject the 0 hypothesis, otherwise.

------------------------percent more formal test method of%kstest Kolmogorov-smirnov Normal test, the sample and standard normal distribution (mean 0, Variance is 1) to compare, do not conform to normal distribution return 1, otherwise return 0 ; The function can also be used for testing other distribution types; [H,p,jbstat,cv]=kstest (x); %h0: Obey the normal n (0,1)
%lillietest lilliefors test. Unlike Kstest, the test target is not a standard normal state, but it has the same distribution as the mean and variance of the sample. [H,p,istat,cv]=lillietest (x); %h0: Obey N (MU,SIGMA2);
%jbtest Jarque-bera test. Similar to lilliefors test, but not for small samples. [H,p,jbstat,cv]=jbtest (x); %h0: Obey the normal n (MU,SIGMA2)

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