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How to calculate the D value and W value of statistics in normality test?

2022-06-25 08:16:00 spssau

Catalog

One 、 Application background

Two 、SPSSAU operation

3、 ... and 、 Analysis and summary

1、 Calculation formula

2. summary   

Four 、 Expand

1. inductive

2.SPSSAU Analysis and suggestion

5、 ... and 、 operation

          6、 ... and 、 reference


One 、 Application background

Normality test is used to analyze whether the data show normality characteristics .

Two 、SPSSAU operation

3、 ... and 、 Analysis and summary

Put data into analysis box ,SPSSAU The system automatically generates analysis results after calculating statistics , as follows :

1、 Calculation formula

(1) skewness

Skewness is a characteristic number that describes the degree to which the distribution deviates from symmetry . Its formula is as follows :

In style , among  m_3  It's a sample 3 Step center distance ,s That's the standard deviation of our sample , \bar{x}  Is the mean value of the sample .

(2) kurtosis

Kurtosis is a characteristic number that describes the steepness of the distribution and the thickness of the tail . Its formula is as follows :

In style , \bar{x}  Is the mean value of the sample .

(3)Kolmogorov-Smirnov test

Kolmogorov-Smirnov The basic idea of inspection is : According to the difference between the cumulative distribution of the empirical distribution function and the expected distribution function , You can construct a subject Kolmogorov Statistics of distribution , And then test .

For the cumulative distribution function of a sample set Fn(x) And a hypothetical theoretical distribution F(x),Kolmogorov–Smirnov statistic D Defined as :

In style , F_{n}(x)  Is the cumulative distribution function , F_{n}(x)=\frac{1}{n} \sum_{i=1}^{n} I_{[-\infty, x]}\left(X_{i}\right) ; among  I_{[-\infty, x]}  For indicating function ,  ;

 (4)Shapro-Wilk test

Its statistics (W) The formula is :

2. summary   

  Conduct normality test for annual rainfall , As can be seen from the table above : The sample size of the research data is all less than or equal to 50, Thus using S-W test . The specific term , The annual rainfall is not significant (p>0.05), It means accepting the original hypothesis ( The null hypothesis : The data is normally distributed ), The annual rainfall is all normal .
  Summing up : The annual rainfall is all normal .

Four 、 Expand

1. inductive

SPSSAU The requirements for normality of common analysis methods are summarized in the following table

2.SPSSAU Analysis and suggestion

SPSSAU Provide analysis suggestions

5、 ... and 、 operation

SPSSAU The specific operation is as follows

(1) Click on SPSSAU General methods ‘ Normality test ’ Button . Here's the picture :

(2) Drag and drop the data to start analysis

6、 ... and 、 reference

《 Probability theory and mathematical statistics ( The second edition )》

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