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  • Semana 12 - Infografía Estática - Pruebas de Normalidad

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    Celeste Villalobos Peña
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    The document discusses hypothesis testing using the Kolmogorov-Smirnov test. It introduces the null hypothesis H0 and alternative hypothesis H1. It defines the test statistic D as the maximum distance between the empirical distribution function and the hypothesized distribution function under H0. It provides formulas to calculate D+ and D- and defines D as the maximum of these. It states that if D is less than or equal to the critical value Dα, then H0 is accepted, and if D is greater than Dα, then H0 is rejected, where Dα depends on the significance level α. It also provides a formula for calculating the critical value.

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    Semana 12 - Infografía estática - Pruebas de normalidad

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    The document discusses hypothesis testing using the Kolmogorov-Smirnov test. It introduces the null hypothesis H0 and alternative hypothesis H1. It defines the test statistic D as the maximum distance between the empirical distribution function and the hypothesized distribution function under H0. It provides formulas to calculate D+ and D- and defines D as the maximum of these. It states that if D is less than or equal to the critical value Dα, then H0 is accepted, and if D is greater than Dα, then H0 is rejected, where Dα depends on the significance level α. It also provides a formula for calculating the critical value.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    4 views5 pages

    Semana 12 - Infografía Estática - Pruebas de Normalidad

    Uploaded by

    Celeste Villalobos Peña
    The document discusses hypothesis testing using the Kolmogorov-Smirnov test. It introduces the null hypothesis H0 and alternative hypothesis H1. It defines the test statistic D as the maximum distance between the empirical distribution function and the hypothesized distribution function under H0. It provides formulas to calculate D+ and D- and defines D as the maximum of these. It states that if D is less than or equal to the critical value Dα, then H0 is accepted, and if D is greater than Dα, then H0 is rejected, where Dα depends on the significance level α. It also provides a formula for calculating the critical value.

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    © All Rights Reserved
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    of 5

    Η0

    Η1

    ̂𝒏 (𝑿𝒊 ) − 𝑭𝟎 (𝑿𝒊 )
    𝑫 = 𝐬𝐮 𝐩 | 𝑭
    𝟏≤𝒊≤𝒏

    𝑿𝒊

    𝑭𝒏 (𝑿𝒊 )
    𝑋𝑖
    𝑭𝟎 (𝑿𝒊 ) 𝑋𝑖
    𝐻0

    𝐹𝑛 (𝑋𝑖 ) 𝐹𝑜 (𝑥)

    𝑖 𝑖−1
    𝐷 + = max {𝑛 − 𝐹0 (𝑋𝑖 )} 𝐷 − = max {𝐹0 (𝑋𝑖 ) − 𝑛
    }

    𝐷 = max{𝐷+ , 𝐷 − }

    𝑆𝑖 𝐷 ≤ 𝐷𝛼 => Aceptar 𝐻0
    𝑆𝑖 𝐷 > 𝐷𝛼 => Rechazar 𝐻0

    𝐶∝
    𝐷∝ =
    𝑘(𝑛)
    α

    𝑪∝ ∝

    𝟎. 𝟖𝟓
    𝒌(𝒏) = √𝒏 − 𝟎. 𝟎𝟏 +
    √𝒏
    𝑯𝟎
    𝑯𝟏

    (∑𝒏𝒊=𝟏 ∝𝒊 𝒙(𝒊))𝟐
    𝑾= 𝒏
    ∑𝒊=𝟏(𝒙𝒊 − 𝒙̅)𝟐

    • 𝑋𝑖

    • 𝑥̅
    •
    𝑚𝑇 𝑉 −1
    (𝑎1 , … , 𝑎𝑛 ) =
    (𝑚𝑇 𝑉 −1 𝑉 −1 𝑚)1/2

    α
    α

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