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Paper of Statistic1
Paper of Statistic1
Paper of Statistic1
Normality?
Author(s): Richard L. Warr and Roger A. Erich
Source: The American Statistician , NOVEMBER 2013, Vol. 67, No. 4 (NOVEMBER 2013),
pp. 242-244
Published by: Taylor & Francis, Ltd. on behalf of the American Statistical Association
Stable URL: http://www.jstor.com/stable/24591487
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242 In the Public Domain DOI: 10.1080/00031305.2013.847385 The American Statistician, November 2013, Vol. 67, No. 4
Figure 1. The asymptotic normal PDF shown with a histogram of one million Monte Carlo samples for four different sample sizes.
0.025 Quantile 0.975 Quantile n IQRSa IQRSe S-W IQRSa IQRSe S-W IQRSa IQRSe S-W
n Asymptotic
Asymptotic
Est actual
EstAsymptotic
actual Asymptotic
Est actual %Est actual %10
Coveraj 0.076 0.124 0.444 0.481 0.521 0.591 0.026 0.063 0.132
Covera;
20 0.136 0.190 0.836 0.822 0.851 0.866 0.034 0.072 0.288
10 0.574
0.5740.625
0.625 2.126
2.126 1.976
1.976 97.94
97.94 40 0.246 0.273 0.995 0.984 0.986 0.988 0.055 0.076 0.605
20 0.802
0.8020.856
0.856 1.898
1.898 1.807
1.807 97.84
97.84 100 0.469 0.477 1.000 1.000 1.000 1.000 0.069 0.071 0.982
40 0.962
0.9620.980
0.980 1.738
1.738 1.703
1.703 96.51
96.51
100 1.105
1.105 1.108
1.108 1.595
1.595 1.595
1.595 95.62
95.62 NOTE: IQRSa is the test based on the asymptotic distribution of IQR/.V and IQRS
exact test.
O
c\i
Q)
'■E LO
1 9
E ^
03
CO
LO
d
Ö
Theoretical Quantiles
Figure 2. The normal Q-Q plot of a sample of size 100 from a Weibull (1.67, 1) distribution.
Hyndman,
hypothesis. Additionally, the statistic cannot distinguish the dif R. J., and Fan, Y. (1996), "Sample Quantiles in Statistica
ference between the normal and other distributions that have The American Statistician, 50, 361-365. [242]
similar (^"'(0.75) — F"'(0.25))/ct ratios. We recommend that S. (2008), Introductory Statistics (Preliminary Edition
Kokoska,
Solving Approach, New York: WH Freeman & Co. [242]
this method should not be advocated, especially in introductory
textbooks. McClave, J., Benson, P., and Sincich, T. (2011), Statistics for B
Economics (11th ed.), Boston, MA: Pearson. [242]
[Received December 2012. Revised July 2013.]
Mendenhall, W„ and Sincich, T. (2006), Statistics for Engineeri
Sciences (5th ed.), Upper Saddle River, NJ: Prentice-Hall, Inc.
244