Tagged Questions

0
votes
0answers
24 views

One-sample multivariate test for equal variances with known means

I have a $N$ $M$-dimensional observations $(x_1,\ldots,x_N)$. Given the $M$-dimensional vector $\mu$ and the $M\times M$ covariance matrix $\Sigma$, I would like to test whether it is likely or not ...
4
votes
1answer
87 views

Given samples from multiple normal RVs, how do we recover the histogram of their means?

Let $X_1,...,X_N$ be independent normal random variables. $X_i$ is normal with mean $\mu_i$ and standard deviation $\sigma_i$. Let $x_i$ be a single random sample from $X_i$. Input: We get all ...
1
vote
2answers
96 views

Using continuity correction for normal approximation or not?

Below is a question on a recent actuarial exam, Exam 3L of the CAS. I didn't know whether or not to use the continuity correction when using the normal approximation to do hypothesis testing ...
1
vote
2answers
79 views

Is it possible to use a two sample $t$ test here?

I want to do statistical analysis to compare the results of the different specimen sizes (which I am comparing) with each other. Seeing as I have at least 12 specimens for each specimen size, I ...
1
vote
1answer
257 views

Hypothesis testing of normal distribution, known mean unknown variance

I've been working on review problems, and this one has me completely stumped. Let $X_1 ... X_{10}$ be a random sample from a $N(3,\sigma^2)$ distribution, where $\sigma^2$ is unknown. Using the ...
1
vote
2answers
49 views

Automated Normality Test on large samples

I have a automated measurement system which measures the volume of particles. In our case it is known that the distribution of the volume particles follow the lognormal distribution. But under some ...
-1
votes
1answer
52 views

How to test a large sample if it is normaly distributed?

I am dealing with normaly testing of large samples. As stated here: Is normality testing 'essentially useless'? Normally testing is essentially useless, if the sample is too large. Even ...
2
votes
4answers
187 views

Comparison of 2 distributions

I have 2 distributions, 1 is, as far as im aware, normally distributed. Distribution 1 is the control group. 1st distribution Mean = 0.000002757; Median = 0; StDev = 0.00119307; Number of data ...
1
vote
0answers
568 views

Binomial Distribution & t-Test

Starting with a Binomial Distribution with n=1000, p=0.5 and measured successes of 300, I would like to test whether there is a significant difference between success and failure. The obvious ...
2
votes
1answer
421 views

How to test a difference in proportions for significance when the underlying distributions are not normal?

I have a list of categories A, B, C, etc, each with a probability: A .015 B .005 C .02 D ... etc. I need to find if the difference between two of these ...
10
votes
3answers
992 views

What tests do I use to confirm that residuals are normally distributed?

I have some data which looks from plotting a graph of residuals vs time almost normal but I want to be sure. How can I test for normality of error residuals?
1
vote
2answers
117 views

Significance of different mean values for two processes

I have an experiment that produces one measurement every time it is run. I can change something in the experimental setup, and I want to test if this change in the setup results in a change of the ...
5
votes
3answers
251 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 ...
4
votes
4answers
1k views

What are the standard statistical tests to see if data follows exponential or normal distributions?

What are the standard statistical tests to see if data follows exponential or normal distributions?
9
votes
1answer
246 views

Hypothesis testing on the inverse covariance matrix

Suppose I observe i.i.d. $x_i \sim \mathcal{N}\left(\mu,\Sigma\right)$, and wish to test $H_0: A\ $vech$\left(\Sigma^{-1}\right) = a$ for a conformable matrix $A$ and vector $a$. Is there known work ...
6
votes
5answers
1k views

Can I hypothesis test for skew normal data?

I have a collection of data, which I originally thought was normally distributed. Then I actually looked at it, and realised it wasn't, mostly because the data is skewed, and I also did a ...
1
vote
0answers
147 views

Statistics for rounded data

I wonder about the existence of "standard" statistical procedures for rounded (log)normal data. Indeed, in my work I often encounter rounded data which potentially cause some problems: "awful" ...
0
votes
1answer
771 views

Calculating p-values and pnorm() in R

I have a rather naive statistics question. I am trying to calculate pvalues of observations by comparing to the normal distribution in R by using pnorm(). I ...
3
votes
1answer
330 views

Test if two measurements come from normal distributions with the same mean?

I have two measurements $x_1\pm s_{x_1}$ and $x_2 \pm s_{x_2}$. The error intervals ($\pm$ one standard deviation) do not overlap. Does this necessarily mean that these are two samples from normal ...
4
votes
0answers
170 views

How does number of observations supporting alternate hypothesis on a test of a variance have to scale so that null is rejected?

Informal explanation: In the course of my research I've run into the following problem: I am observing a machine that outputs random numbers. Most (if not all) of these random numbers come from the ...
10
votes
2answers
236 views

Finding number of gaussians in a finite mixture with Wilks' theorem?

Assume I have a set of independent, identically distributed univariate observations $x$ and two hypotheses about how $x$ was generated: $H_0$: $x$ is drawn from a single Gaussian distribution with ...
4
votes
1answer
848 views

Testing if data comes from a normal distribution with mean 0 and unknown variance in Matlab

Question I have a vector of data, and I want to test if it came from a normal distribution with mean zero and unknown variance. Do you know if there is matlab function or simple script for this? If ...
6
votes
1answer
202 views

How to tell the “closeness” of two variables

I have completed an experiment measuring the magnetic field of a solenoid. The answer I got was $0.0075 \pm 0.0011$T. The uncertainty by the way was generated from Microsoft Excel's Regression under ...
4
votes
2answers
2k views

Critical values for Anderson-Darling test

I've found critical values for the Anderson Darling test for a Normal Distribution at 1%, 2.5%, 5%, 10% and 15% significance levels from various sources, including wikipedia: ...
13
votes
5answers
590 views

Comparing the variance of paired observations

I have $N$ paired observations ($X_i$, $Y_i$) drawn from a common unknown distribution, which has finite first and second moments, and is symmetric around the mean. Let $\sigma_X$ the standard ...