• Title/Summary/Keyword: normality tests

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A Simple Chi-squared Test of Multivariate Normality Based on the Spherical Data

  • Park, Cheolyong
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.117-126
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    • 2001
  • We provide a simple chi-squared test of multivariate normality based on rectangular cells on the spherical data. This test is simple since it is a direct extension of the univariate chi-squared test to multivariate case and the expected cell counts are easily computed. We derive the limiting distribution of the chi-squared statistic via the conditional limit theorems. We study the accuracy in finite samples of the limiting distribution and then compare the poser of our test with those of other popular tests in an application to a real data.

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Omnibus tests for multivariate normality based on Mardia's skewness and kurtosis using normalizing transformation

  • Kim, Namhyun
    • Communications for Statistical Applications and Methods
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    • v.27 no.5
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    • pp.501-510
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    • 2020
  • Mardia (Biometrika, 57, 519-530, 1970) defined measures of multivariate skewness and kurtosis. Based on these measures, omnibus test statistics of multivariate normality are proposed using normalizing transformations. The transformations we consider are normal approximation and a Wilson-Hilferty transformation. The normalizing transformation proposed by Enomoto et al. (Communications in Statistics-Simulation and Computation, 49, 684-698, 2019) for the Mardia's kurtosis is also considered. A comparison of power is conducted by a simulation study. As a result, sum of squares of the normal approximation to the Mardia's skewness and the Enomoto's normalizing transformation to the Mardia's kurtosis seems to have relatively good power over the alternatives that are considered.

A View on the Validity of Central Limit Theorem: An Empirical Study Using Random Samples from Uniform Distribution

  • Lee, Chanmi;Kim, Seungah;Jeong, Jaesik
    • Communications for Statistical Applications and Methods
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    • v.21 no.6
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    • pp.539-559
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    • 2014
  • We derive the exact distribution of summation for random samples from uniform distribution and then compare the exact distribution with the approximated normal distribution obtained by the central limit theorem. To check the similarity between two distributions, we consider five existing normality tests based on the difference between the target normal distribution and empirical distribution: Anderson-Darling test, Kolmogorov-Smirnov test, Cramer-von Mises test, Shapiro-Wilk test and Shaprio-Francia test. For the purpose of comparison, those normality tests are applied to the simulated data. It can sometimes be difficult to derive an exact distribution. Thus, we try two different transformations to find out which transform is easier to get the exact distribution in terms of calculation complexity. We compare two transformations and comment on the advantages and disadvantages for each transformation.

Count Five Statistics Using Trimmed Mean

  • Hong, Chong-Sun;Jun, Jae-Woon
    • Communications for Statistical Applications and Methods
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    • v.13 no.2
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    • pp.309-318
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    • 2006
  • There are many statistical methods of testing the equality of two population variances. Among them, the well-known F test is very sensitive to the normality assumption. Several other tests that do not assume normality have been proposed, but these tests usually need tables of critical values or software for hypotheses testing. McGrath and Yeh (2005) suggested a quick and compact Count Five test requiring only the calculation of the number of extreme points. Since the Count Five test uses only extreme values, this discards some information from the samples, often resulting in a degradation in power. In this paper, an alternative Count Five test using the trimmed mean is proposed and its properties are discussed for some distributions and normal mixtures.

Survey of the use of statistical methods in Journal of the Korean Association of Oral and Maxillofacial Surgeons

  • Choi, Yong-Geun
    • Journal of the Korean Association of Oral and Maxillofacial Surgeons
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    • v.44 no.1
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    • pp.25-28
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    • 2018
  • Objectives: This study aimed to describe recent patterns in the types of statistical test used in original articles that were published in Journal of the Korean Association of Oral and Maxillofacial Surgeons. Materials and Methods: Thirty-six original articles published in the Journal in 2015 and 2016 were ascertained. The type of statistical test was identified by one researcher. Descriptive statistics, such as frequency, rank, and proportion, were calculated. Graphical statistics, such as a histogram, were constructed to reveal the overall utilization pattern of statistical test types. Results: Twenty-two types of statistical test were used. Statistical test type was not reported in four original articles and classified as unclear in 5%. The four most frequently used statistical tests constituted 47% of the total tests and these were the chi-square test, Student's t-test, Fisher's exact test, and Mann-Whitney test in descending order. Regression models, such as the Cox proportional hazard model and multiple logistic regression to adjust for potential confounding variables, were used in only 6% of the studies. Normality tests, including the Kolmogorov-Smirnov test, Levene test, Shapiro-Wilk test, and $Scheff{\acute{e}}^{\prime}s$ test, were used diversely but in only 10% of the studies. Conclusion: A total of 22 statistical tests were identified, with four tests occupying almost half of the results. Adoption of a nonparametric test is recommended when the status of normality is vague. Adjustment for confounding variables should be pursued using a multiple regression model when the number of potential confounding variables is numerous.

Tests of Factor Effect Using Saturated Design in $K^n$ Factorial Design ($K^n$ 요인배치법에서 포화실험에 의한 요인효과의 검정)

  • Choi, Sung-Woon
    • Proceedings of the Safety Management and Science Conference
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    • 2008.04a
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    • pp.295-299
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    • 2008
  • This paper discusses tests of factor effect or contrast by the use of saturated design $k^n$ factorial design. The nine nonparametric rank measures in normality test using normal probability pot are proposed. Length's PSE(Pseduo Standard Error) test [4] which relies on the concept of effect sparsity is also introduced and extended to the margin of error(ME) and Simultaneous margin of error(SME).

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New Test for IDMRL(DIMRL) Alternatives using Censored Data

  • Na, Myung-Hwan;Lee, Hyun-Woo
    • Journal of the Korean Data and Information Science Society
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    • v.10 no.1
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    • pp.57-65
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    • 1999
  • In a resent paper, Na, Lee and Kim(1998) develop a test statistic for testing whether or not the mean residual life changes its trend based on complete data and show that the new test performs better than previously known tests. In this paper, we extend their test to the randomly censored data. The asymptotic normality of the test statistic is established. Monte Carlo simulations are conducted to compare our test with a previously known test by the power of tests.

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A Computer-Based Process Quality Control System (컴퓨터를 이용한 공정품질관리(工程品質管理) 시스템)

  • Bae, Do-Seon;Kim, Jin-Uk
    • Journal of Korean Institute of Industrial Engineers
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    • v.10 no.2
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    • pp.51-65
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    • 1984
  • A process quality control system is designed which incorporates run tests, normality test, process capability studies, etc., into control chart scheme, and a software package for microcomputers is developed. The system is interactive and has data base management capabilities. All programs are written in BASIC language.

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A Test of the Multivariate Normality Based on Likelihood Functions (가능도 함수를 기초로 한 다변량 정규성 검정)

  • Yeo, In-Kwon
    • The Korean Journal of Applied Statistics
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    • v.15 no.2
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    • pp.223-232
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    • 2002
  • The present paper develops a test of the multivariate normality based on nonlinear transformations and the likelihood function. For checking the normality, we test the shape parameter which indexes the family of transformations. A score test and a parametric bootstrap test are used to evaluate the discrepancy between the data and a multivariate normal distribution. In order to compare the performance of our test with the existing tests, a simulation study was carried out for several situations where nuisance parameters have to be estimated. The results showed that the proposed method is superior to the existing methods.

Tests of equality of several variances with the likelihood ratio principle

  • Park, Hyo-Il
    • Communications for Statistical Applications and Methods
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    • v.25 no.4
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    • pp.329-339
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    • 2018
  • In this study, we propose tests for equality of several variances with the normality assumption. First of all, we propose the likelihood ratio test by applying the permutation principle. Then by using the p-values for the pairwise tests between variances and combination functions, we propose combination tests. We apply the permutation principle to obtain the overall p-values. Also we review the well- known test statistics for the completion of our discussion and modify a statistic with the p-values. Then we illustrate proposed tests by numerical and simulated data and compare their efficiency with the reviewed ones through a simulation study by obtaining empirical p-values. Finally, we discuss some interesting features related to the resampling methods and tests for equality among several variances.