Tagged Questions
7
votes
2answers
215 views
Simple question about the asymptotics of estimators
Consider any arbitrary estimator called $\hat{M}$ (e.g., regression coefficient estimator or specific type of correlation estimator, etc) that satisfies the following asymptotic property:
...
16
votes
2answers
454 views
Can we see shape of normal curve somewhere in nature?
I do not want to know if some phenomena in nature have normal distribution, but whether we can somewhere see shape of normal curve as we can see it for example in Galton box. See this figure from ...
5
votes
5answers
734 views
How to determine whether data is slightly or extremely non-normally distributed?
I'm a PhD student and doing a research on regression analysis.
My question is how to determine whether the data is slightly, moderately or extremely non-normally distributed?
5
votes
3answers
239 views
Is there any test for a null hypothesis of non-normality?
I'm currently looking for a test having for null hypothesis that the sample does not come from observing a normally distributed random variable. In other words, I'd like to know if there's a test ...
2
votes
1answer
234 views
What happens if you reject normality of residuals when estimating with least square ?
What happens if you reject normality of residuals when estimating with least square ?
Is it too important to have normality on the residuals?
3
votes
4answers
3k views
Interpretation of Shapiro test
I'm pretty new to statistics and I need your help.
I have a small sample looking as follows:
H4U
0.269
0.357
0.2
0.221
0.275
0.277
0.253
0.127
0.246
I run the Shapiro test ...
2
votes
2answers
1k views
Testing normality
I have a large dataset (500000 data, V1 column include all the data).
x <- read.csv("mydata.csv", header=F)
hist(x)
Which gives:
Looking at the data, I ...
9
votes
3answers
150 views
Approximating $Pr[n \leq X \leq m]$ for a discrete distribution
What's the best way to approximate $Pr[n \leq X \leq m]$ for two given integers $m,n$ when you know the mean $\mu$, variance $\sigma^2$, skewness $\gamma_1$ and excess kurtosis $\gamma_2$ of a ...
9
votes
5answers
15k views
How to perform a test using R to see if data follows normal distribution
I have a data set with following structure:
a word | number of occurrence of a word in a document | a document id
How can I perform a test for normal ...
17
votes
5answers
3k views
If the t-test and the ANOVA for two groups are equivalent, why aren't their assumptions equivalent?
I'm sure I've got this completely wrapped round my head, but I just can't figure it out.
The t-test compares two normal distributions using the Z distribution. That's why there's an assumption of ...
16
votes
9answers
1k views
How do I figure out what kind of distribution represents this data on ping response times?
i've sampled a real world process, network ping times. The "round-trip-time" is measured in milliseconds. Results are plotted in a histogram:
Ping times have a minimum value, but a long upper tail.
...
2
votes
4answers
244 views
Modeling success rate with gaussian distribution
In many papers I see data representing a rate of success (i.e a number between 0 and 1) modeled as a gaussian. This is clearly a sin (the range of variation of the gaussian is all of R),
but how bad ...
1
vote
1answer
242 views
Approximating density function for a non-normal distribution
My question is actually quite short, but I'll have to start by describing the context since I am not sure how to directly ask it.
Consider the following "game":
We have a segment of length n ("large ...
11
votes
1answer
12k views
What is the difference between the Shapiro-Wilk test of normality and the Kolmogorov-Smirnov test of normality?
What is the difference between the Shapiro-Wilk test of normality and the Kolmogorov-Smirnov test of normality? When will results from these two methods differ?
21
votes
7answers
4k views
What is normality?
In many different statistical methods there is an "assumption of normality". What is "normality" and how do I know if there is normality?
