Re: Testing for Normality

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Article #286

#286

From: T. Scott Thompson
Date: Sat, 05 Sep 1992 19:22

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bateman@nsslsun.nssl.uoknor.edu (Monte Bateman) writes:

>I would like to test data for normality.  The books I have
>access to talk about graphing frequencies on "probability paper".

Look up the Kolmogorov-Smirnov (sp?) statistic in a more advanced
statistics text than the ones you have now.  This statistic is
implemented in many of the major commercial stat packages, and is not
hard to compute.  (It is basically a software implementation of using
probability paper.)  Be forewarned, however, that the test is not
very powerful against many alternative distributions, especially the
ones that are "normal-like", so you might need a very large sample to
do a reliable test.

--
T. Scott Thompson              email:  thompson@atlas.socsci.umn.edu
Department of Economics        phone:  (612) 625-0119
University of Minnesota        fax:    (612) 624-0209

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From: thompson@atlas.socsci.umn.edu (T. Scott Thompson)
Subject: Re: Testing for Normality
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