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Normality test

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between the sample data and normal quantiles (a measure of the goodness of fit) measures how well the data are modeled by a normal distribution. For normal data the points plotted in the QQ plot should fall approximately on a straight line, indicating high positive correlation. These plots are easy
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Some published works recommend the Jarque–Bera test, but the test has weakness. In particular, the test has low power for distributions with short tails, especially for bimodal distributions. Some authors have declined to include its results in their studies because of its poor overall performance.
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between the whole posterior distributions of the slope and variance do not indicate non-normality. However, the ratio of expectations of these posteriors and the expectation of the ratios give similar results to the Shapiro–Wilk statistic except for very small samples, when non-informative priors
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of the sample data to a normal probability curve. The empirical distribution of the data (the histogram) should be bell-shaped and resemble the normal distribution. This might be difficult to see if the sample is small. In this case one might proceed by regressing the data against the
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A normality test is used to determine whether sample data has been drawn from a normally distributed population (within some tolerance). A number of statistical tests, such as the Student's t-test and the one-way and two-way ANOVA, require a normally distributed sample population.
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of a normal distribution with the same mean and variance as the sample. Lack of fit to the regression line suggests a departure from normality (see Anderson Darling coefficient and minitab).
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of a normal model to the data – if the fit is poor then the data are not well modeled in that respect by a normal distribution, without making a judgment on any underlying variable.
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model. If they are not normally distributed, the residuals should not be used in Z tests or in any other tests derived from the normal distribution, such as
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for a given significance, followed closely by Anderson–Darling when comparing the Shapiro–Wilk, Kolmogorov–Smirnov, Lilliefors, and Anderson–Darling tests.
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may produce residuals that are normally distributed; in other words, non-normality of residuals is often a model deficiency rather than a data problem.
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event and substantially fewer than 15,000 samples, then a normal distribution will understate the maximum magnitude of deviations in the sample data.
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of any distribution for a given standard deviation. There are a number of normality tests based on this property, the first attributable to Vasicek.
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to compare normality with a different class of distributional alternatives. This approach has been extended by Farrell and Rogers-Stewart.
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Thadewald, Thorsten; BĂŒning, Herbert (1 January 2007). "Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison".
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Farrell, P.J., Rogers-Stewart, K. (2006) "Comprehensive study of tests for normality and symmetry: extending the Spiegelhalter test".
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SzĂ©kely, G. J. and Rizzo, M. L. (2005) A new test for multivariate normality, Journal of Multivariate Analysis 93, 58–80.
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may have the wrong functional form, or important variables may be missing, etc. Correcting one or more of these
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Ralph B. D'Agostino (1986). "Tests for the Normal Distribution". In D'Agostino, R.B.; Stephens, M.A. (eds.).
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Epps, T. W., and Pulley, L. B. (1983). A test for normality based on the empirical characteristic function.
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Henze, N., and Zirkler, B. (1990). A class of invariant and consistent tests for multivariate normality.
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Spiegelhalter, D.J. (1980). An omnibus test for normality for small samples. Biometrika, 67, 493–496.
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More recent tests of normality include the energy test (Székely and Rizzo) and the tests based on the
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Filliben, J. J. (February 1975). "The Probability Plot Correlation Coefficient Test for Normality".
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Lin, C. C.; Mudholkar, G. S. (1980). "A simple test for normality against asymmetric alternatives".
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Henze, N., and Wagner, T. (1997). A new approach to the BHEP tests for multivariate normality.
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Mardia, K. V. (1970). Measures of multivariate skewness and kurtosis with applications.
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Young K. D. S. (1993), "Bayesian diagnostics for checking assumptions of normality".
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to interpret and also have the benefit that outliers are easily identified.
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Vasicek, Oldrich (1976). "A Test for Normality Based on Sample Entropy".
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to the standard deviation and of the range to the standard deviation.
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generalize the moment tests to the multivariate case. Other early
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Pek, Jolynn; Wong, Octavia; Wong, Augustine C. M. (2018-11-06).
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and are statistically consistent against general alternatives.
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Foundations of clinical research: applications to practice
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An informal approach to testing normality is to compare a
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Introduction to the Theory and Practice of Econometrics
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event) and substantially fewer than 300 samples, or a 4
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A 2011 study concludes that Shapiro–Wilk has the best
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Judge, George G.; Griffiths, W. E.; Hill, R. Carter;
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Tests of univariate normality include the following:
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Autoregressive conditional heteroskedasticity (ARCH)
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underlying the data set to be normally distributed.
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The 118:on possible models and parameters and computing a 784:Journal of Statistical Computation and Simulation 755:Journal of Statistical Computation and Simulation 702:Communications in Statistics – Theory and Methods 317:Mardia's multivariate skewness and kurtosis tests 147:A graphical tool for assessing normality is the 2415:Multivariate adaptive regression splines (MARS) 215:events are very rare in normal distributions". 155:(QQ plot) of the standardized data against the 970: 577:Computers & Mathematics with Applications 446:Journal of Statistical Modeling and Analytics 376:One application of normality tests is to the 207:This test is useful in cases where one faces 8: 827:: CS1 maint: multiple names: authors list ( 480:(Second ed.). Wiley. pp. 890–892. 334:(ECF) (e.g. Epps and Pulley, Henze–Zirkler, 3024: 3011: 2928: 2734: 2603: 2578: 2349: 2325: 2053: 1836: 1637: 1624: 1407: 1394: 1033: 1024: 1011: 977: 963: 955: 803:Portney, L.G. & Watkins, M.P. (2000). 933:. New York: Marcel Dekker, Inc. pp.  877: 859: 588: 539: 729:Journal of the Royal Statistical Society 437:Razali, Nornadiah; Wah, Yap Bee (2011). 53:More precisely, the tests are a form of 429: 2941:Kaplan–Meier estimator (product limit) 820: 46:and to compute how likely it is for a 7: 3251: 2951:Accelerated failure time (AFT) model 3263: 2546:Analysis of variance (ANOVA, anova) 287:Historically, the third and fourth 2641:Cochran–Mantel–Haenszel statistics 1267:Pearson product-moment correlation 571:SĂŒrĂŒcĂŒ, BarÄ±ĆŸ (1 September 2008). 25: 332:empirical characteristic function 3262: 3250: 3238: 3225: 3224: 715:Journal of Multivariate Analysis 345:The normal distribution has the 87:that it is normally distributed. 2900:Least-squares spectral analysis 364:Spiegelhalter suggests using a 122:given the computed likelihoods. 1881:Mean-unbiased minimum-variance 83:, data are tested against the 81:statistical hypothesis testing 59:interpretations of probability 1: 3194:Geographic information system 2410:Simultaneous equations models 731:. Series B (Methodological). 528:Journal of Applied Statistics 501:Gujarati, Damodar N. (2002). 2377:Coefficient of determination 1988:Uniformly most powerful test 925:Henry C. Thode, Jr. (2002). 358:Kullback–Leibler divergences 157:standard normal distribution 2946:Proportional hazards models 2890:Spectral density estimation 2872:Vector autoregression (VAR) 2306:Maximum posterior estimator 1538:Randomized controlled trial 908:. New York: Marcel Dekker. 590:10.1016/j.camwa.2008.03.010 228:D'Agostino's K-squared test 38:are used to determine if a 3312: 2706:Multivariate distributions 1126:Average absolute deviation 906:Goodness-of-Fit Techniques 452:(1): 21–33. Archived from 270:Pearson's chi-squared test 246:CramĂ©r–von Mises criterion 178:sample maximum and minimum 27:Class of statistical tests 3220: 3023: 3010: 2694:Structural equation model 2602: 2577: 2348: 2324: 2056: 2030:Score/Lagrange multiplier 1636: 1623: 1445:Sample size determination 1406: 1393: 1023: 1010: 992: 792:10.1080/10629360500109023 550:10.1080/02664760600994539 323:include the ratio of the 168:Back-of-the-envelope test 3189:Environmental statistics 2711:Elliptical distributions 2504:Generalized linear model 2433:Simple linear regression 2203:Hodges–Lehmann estimator 1660:Probability distribution 1569:Stochastic approximation 1131:Coefficient of variation 861:10.3389/fpsyg.2018.02104 2849:Cross-correlation (XCF) 2457:Non-standard predictors 1891:Lehmann–ScheffĂ© theorem 1564:Adaptive clinical trial 848:Frontiers in Psychology 772:10.1093/biomet/67.2.493 618:10.1093/biomet/67.2.455 325:mean absolute deviation 307:is itself derived from 252:Kolmogorov–Smirnov test 149:normal probability plot 3245:Mathematics portal 3066:Engineering statistics 2974:Nelson–Aalen estimator 2551:Analysis of covariance 2438:Ordinary least squares 2362:Pearson product-moment 1766:Statistical functional 1677:Empirical distribution 1510:Controlled experiments 1239:Frequency distribution 1017:Descriptive statistics 340:multivariate normality 153:quantile-quantile plot 120:posterior distribution 78:frequentist statistics 69:terms, one measures a 67:descriptive statistics 3291:Parametric statistics 3161:Population statistics 3103:System identification 2837:Autocorrelation (ACF) 2765:Exponential smoothing 2679:Discriminant analysis 2674:Canonical correlation 2538:Partition of variance 2400:Regression validation 2244:(Jonckheere–Terpstra) 2143:Likelihood-ratio test 1832:Frequentist inference 1744:Location–scale family 1665:Sampling distribution 1630:Statistical inference 1597:Cross-sectional study 1584:Observational studies 1543:Randomized experiment 1372:Stem-and-leaf display 1174:Central limit theorem 929:Testing for Normality 240:Anderson–Darling test 42:is well-modeled by a 3084:Probabilistic design 2669:Principal components 2512:Exponential families 2464:Nonlinear regression 2443:General linear model 2405:Mixed effects models 2395:Errors and residuals 2372:Confounding variable 2274:Bayesian probability 2252:Van der Waerden test 2242:Ordered alternative 2007:Multiple comparisons 1886:Rao–Blackwellization 1849:Estimating equations 1805:Statistical distance 1523:Factorial experiment 1056:Arithmetic-Geometric 786:, 76(9), 803 – 816. 419:Seven-number summary 398:explanatory variable 289:standardized moments 196:event (properly, a 3 174:back-of-the-envelope 3156:Official statistics 3079:Methods engineering 2760:Seasonal adjustment 2528:Poisson regressions 2448:Bayesian regression 2387:Regression analysis 2367:Partial correlation 2339:Regression analysis 1938:Prediction interval 1933:Likelihood interval 1923:Confidence interval 1915:Interval estimation 1876:Unbiased estimators 1694:Model specification 1574:Up-and-down designs 1262:Partial correlation 1218:Index of dispersion 1136:Interquartile range 184:, or more properly 180:and computes their 92:Bayesian statistics 44:normal distribution 3176:Spatial statistics 3056:Medical statistics 2956:First hitting time 2910:Whittle likelihood 2561:Degrees of freedom 2556:Multivariate ANOVA 2489:Heteroscedasticity 2301:Bayesian estimator 2266:Bayesian inference 2115:Kolmogorov–Smirnov 2000:Randomization test 1970:Testing hypotheses 1943:Tolerance interval 1854:Maximum likelihood 1749:Exponential family 1682:Density estimation 1642:Statistical theory 1602:Natural experiment 1548:Scientific control 1465:Survey methodology 1151:Standard deviation 757:, 47 (3–4),167–180 503:Basic Econometrics 474:; Lee, T. (1988). 301:Lin–Mudholkar test 116:prior distribution 3278: 3277: 3216: 3215: 3212: 3211: 3151:National accounts 3121:Actuarial science 3113:Social statistics 3006: 3005: 3002: 3001: 2998: 2997: 2933:Survival function 2918: 2917: 2780:Granger causality 2621:Contingency table 2596:Survival analysis 2573: 2572: 2569: 2568: 2425:Linear regression 2320: 2319: 2316: 2315: 2291:Credible interval 2260: 2259: 2043: 2042: 1859:Method of moments 1728:Parametric family 1689:Statistical model 1619: 1618: 1615: 1614: 1533:Random assignment 1455:Statistical power 1389: 1388: 1385: 1384: 1234:Contingency table 1204: 1203: 1071:Generalized/power 944:978-0-8247-9613-6 915:978-0-8247-7487-5 512:978-0-07-123017-9 487:978-0-471-08277-4 472:LĂŒtkepohl, Helmut 402:systematic errors 394:chi-squared tests 382:linear regression 264:Shapiro–Wilk test 219:Frequentist tests 131:Graphical methods 16:(Redirected from 3303: 3266: 3265: 3254: 3253: 3243: 3242: 3228: 3227: 3131:Crime statistics 3025: 3012: 2929: 2895:Fourier analysis 2882:Frequency domain 2862: 2809: 2775:Structural break 2735: 2684:Cluster analysis 2631:Log-linear model 2604: 2579: 2520: 2494:Homoscedasticity 2350: 2326: 2245: 2237: 2229: 2228:(Kruskal–Wallis) 2213: 2198: 2153:Cross validation 2138: 2120:Anderson–Darling 2067: 2054: 2025:Likelihood-ratio 2017:Parametric tests 1995:Permutation test 1978:1- & 2-tails 1869:Minimum distance 1841:Point estimation 1837: 1788:Optimal decision 1739: 1638: 1625: 1607:Quasi-experiment 1557:Adaptive designs 1408: 1395: 1272:Rank correlation 1034: 1025: 1012: 979: 972: 965: 956: 948: 932: 919: 892: 891: 881: 863: 839: 833: 832: 826: 818: 800: 794: 780: 774: 764: 758: 751: 745: 744: 724: 718: 711: 705: 698: 692: 685: 679: 676: 670: 669: 641: 635: 628: 622: 621: 601: 595: 594: 592: 583:(6): 1617–1625. 568: 562: 561: 543: 523: 517: 516: 498: 492: 491: 467: 461: 460: 458: 443: 434: 305:Jarque–Bera test 234:Jarque–Bera test 192:: if one has a 3 21: 3311: 3310: 3306: 3305: 3304: 3302: 3301: 3300: 3296:Normality tests 3281: 3280: 3279: 3274: 3237: 3208: 3170: 3107: 3093:quality control 3060: 3042:Clinical trials 3019: 2994: 2978: 2966:Hazard function 2960: 2914: 2876: 2860: 2823: 2819:Breusch–Godfrey 2807: 2784: 2724: 2699:Factor analysis 2645: 2626:Graphical model 2598: 2565: 2532: 2518: 2498: 2452: 2419: 2381: 2344: 2343: 2312: 2256: 2243: 2235: 2227: 2211: 2196: 2175:Rank statistics 2169: 2148:Model selection 2136: 2094:Goodness of fit 2088: 2065: 2039: 2011: 1964: 1909: 1898:Median unbiased 1826: 1737: 1670:Order statistic 1632: 1611: 1578: 1552: 1504: 1459: 1402: 1400:Data collection 1381: 1293: 1248: 1222: 1200: 1160: 1112: 1029:Continuous data 1019: 1006: 988: 983: 952: 945: 924: 916: 903: 900: 898:Further reading 895: 841: 840: 836: 819: 815: 802: 801: 797: 781: 777: 765: 761: 752: 748: 726: 725: 721: 712: 708: 699: 695: 686: 682: 677: 673: 658:10.2307/1268008 643: 642: 638: 629: 625: 603: 602: 598: 570: 569: 565: 541:10.1.1.507.1186 525: 524: 520: 513: 500: 499: 495: 488: 469: 468: 464: 456: 441: 436: 435: 431: 427: 414:Randomness test 410: 374: 355: 347:highest entropy 321:test statistics 258:Lilliefors test 221: 190:68–95–99.7 rule 176:test takes the 170: 133: 85:null hypothesis 71:goodness of fit 55:model selection 48:random variable 36:normality tests 28: 23: 22: 18:Normality tests 15: 12: 11: 5: 3309: 3307: 3299: 3298: 3293: 3283: 3282: 3276: 3275: 3273: 3272: 3260: 3248: 3234: 3221: 3218: 3217: 3214: 3213: 3210: 3209: 3207: 3206: 3201: 3196: 3191: 3186: 3180: 3178: 3172: 3171: 3169: 3168: 3163: 3158: 3153: 3148: 3143: 3138: 3133: 3128: 3123: 3117: 3115: 3109: 3108: 3106: 3105: 3100: 3095: 3086: 3081: 3076: 3070: 3068: 3062: 3061: 3059: 3058: 3053: 3048: 3039: 3037:Bioinformatics 3033: 3031: 3021: 3020: 3015: 3008: 3007: 3004: 3003: 3000: 2999: 2996: 2995: 2993: 2992: 2986: 2984: 2980: 2979: 2977: 2976: 2970: 2968: 2962: 2961: 2959: 2958: 2953: 2948: 2943: 2937: 2935: 2926: 2920: 2919: 2916: 2915: 2913: 2912: 2907: 2902: 2897: 2892: 2886: 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2293: 2288: 2287: 2286: 2281: 2270: 2268: 2262: 2261: 2258: 2257: 2255: 2254: 2249: 2248: 2247: 2239: 2231: 2215: 2212:(Mann–Whitney) 2207: 2206: 2205: 2192: 2191: 2190: 2179: 2177: 2171: 2170: 2168: 2167: 2166: 2165: 2160: 2155: 2145: 2140: 2137:(Shapiro–Wilk) 2132: 2127: 2122: 2117: 2112: 2104: 2098: 2096: 2090: 2089: 2087: 2086: 2078: 2069: 2057: 2051: 2049:Specific tests 2045: 2044: 2041: 2040: 2038: 2037: 2032: 2027: 2021: 2019: 2013: 2012: 2010: 2009: 2004: 2003: 2002: 1992: 1991: 1990: 1980: 1974: 1972: 1966: 1965: 1963: 1962: 1961: 1960: 1955: 1945: 1940: 1935: 1930: 1925: 1919: 1917: 1911: 1910: 1908: 1907: 1902: 1901: 1900: 1895: 1894: 1893: 1888: 1873: 1872: 1871: 1866: 1861: 1856: 1845: 1843: 1834: 1828: 1827: 1825: 1824: 1819: 1814: 1813: 1812: 1802: 1797: 1796: 1795: 1785: 1784: 1783: 1778: 1773: 1763: 1758: 1753: 1752: 1751: 1746: 1741: 1725: 1724: 1723: 1718: 1713: 1703: 1702: 1701: 1696: 1686: 1685: 1684: 1674: 1673: 1672: 1662: 1657: 1652: 1646: 1644: 1634: 1633: 1628: 1621: 1620: 1617: 1616: 1613: 1612: 1610: 1609: 1604: 1599: 1594: 1588: 1586: 1580: 1579: 1577: 1576: 1571: 1566: 1560: 1558: 1554: 1553: 1551: 1550: 1545: 1540: 1535: 1530: 1525: 1520: 1514: 1512: 1506: 1505: 1503: 1502: 1500:Standard error 1497: 1492: 1487: 1486: 1485: 1480: 1469: 1467: 1461: 1460: 1458: 1457: 1452: 1447: 1442: 1437: 1432: 1430:Optimal design 1427: 1422: 1416: 1414: 1404: 1403: 1398: 1391: 1390: 1387: 1386: 1383: 1382: 1380: 1379: 1374: 1369: 1364: 1359: 1354: 1349: 1344: 1339: 1334: 1329: 1324: 1319: 1314: 1309: 1303: 1301: 1295: 1294: 1292: 1291: 1286: 1285: 1284: 1279: 1269: 1264: 1258: 1256: 1250: 1249: 1247: 1246: 1241: 1236: 1230: 1228: 1227:Summary tables 1224: 1223: 1221: 1220: 1214: 1212: 1206: 1205: 1202: 1201: 1199: 1198: 1197: 1196: 1191: 1186: 1176: 1170: 1168: 1162: 1161: 1159: 1158: 1153: 1148: 1143: 1138: 1133: 1128: 1122: 1120: 1114: 1113: 1111: 1110: 1105: 1100: 1099: 1098: 1093: 1088: 1083: 1078: 1073: 1068: 1063: 1061:Contraharmonic 1058: 1053: 1042: 1040: 1031: 1021: 1020: 1015: 1008: 1007: 1005: 1004: 999: 993: 990: 989: 984: 982: 981: 974: 967: 959: 950: 949: 943: 921: 920: 914: 899: 896: 894: 893: 834: 813: 795: 775: 759: 746: 719: 706: 704:19, 3595–3617. 693: 680: 671: 652:(1): 111–117. 636: 623: 612:(2): 455–461. 596: 563: 518: 511: 493: 486: 462: 459:on 2015-06-30. 428: 426: 423: 422: 421: 416: 409: 406: 373: 370: 354: 353:Bayesian tests 351: 274: 273: 267: 261: 255: 249: 243: 237: 231: 220: 217: 169: 166: 132: 129: 124: 123: 88: 74: 26: 24: 14: 13: 10: 9: 6: 4: 3: 2: 3308: 3297: 3294: 3292: 3289: 3288: 3286: 3271: 3270: 3261: 3259: 3258: 3249: 3247: 3246: 3241: 3235: 3233: 3232: 3223: 3222: 3219: 3205: 3202: 3200: 3199:Geostatistics 3197: 3195: 3192: 3190: 3187: 3185: 3182: 3181: 3179: 3177: 3173: 3167: 3166:Psychometrics 3164: 3162: 3159: 3157: 3154: 3152: 3149: 3147: 3144: 3142: 3139: 3137: 3134: 3132: 3129: 3127: 3124: 3122: 3119: 3118: 3116: 3114: 3110: 3104: 3101: 3099: 3096: 3094: 3090: 3087: 3085: 3082: 3080: 3077: 3075: 3072: 3071: 3069: 3067: 3063: 3057: 3054: 3052: 3049: 3047: 3043: 3040: 3038: 3035: 3034: 3032: 3030: 3029:Biostatistics 3026: 3022: 3018: 3013: 3009: 2991: 2990:Log-rank test 2988: 2987: 2985: 2981: 2975: 2972: 2971: 2969: 2967: 2963: 2957: 2954: 2952: 2949: 2947: 2944: 2942: 2939: 2938: 2936: 2934: 2930: 2927: 2925: 2921: 2911: 2908: 2906: 2903: 2901: 2898: 2896: 2893: 2891: 2888: 2887: 2885: 2883: 2879: 2873: 2870: 2868: 2865: 2863: 2861:(Box–Jenkins) 2857: 2855: 2852: 2850: 2847: 2843: 2840: 2839: 2838: 2835: 2834: 2832: 2830: 2826: 2820: 2817: 2815: 2814:Durbin–Watson 2812: 2810: 2804: 2802: 2799: 2797: 2796:Dickey–Fuller 2794: 2793: 2791: 2787: 2781: 2778: 2776: 2773: 2771: 2770:Cointegration 2768: 2766: 2763: 2761: 2758: 2756: 2753: 2751: 2748: 2746: 2745:Decomposition 2743: 2742: 2740: 2736: 2733: 2731: 2727: 2717: 2714: 2713: 2712: 2709: 2708: 2707: 2704: 2700: 2697: 2696: 2695: 2692: 2690: 2687: 2685: 2682: 2680: 2677: 2675: 2672: 2670: 2667: 2665: 2662: 2660: 2657: 2656: 2654: 2652: 2648: 2642: 2639: 2637: 2634: 2632: 2629: 2627: 2624: 2622: 2619: 2617: 2616:Cohen's kappa 2614: 2613: 2611: 2609: 2605: 2601: 2597: 2593: 2589: 2585: 2580: 2576: 2562: 2559: 2557: 2554: 2552: 2549: 2547: 2544: 2543: 2541: 2539: 2535: 2529: 2525: 2521: 2515: 2513: 2510: 2509: 2507: 2505: 2501: 2495: 2492: 2490: 2487: 2485: 2482: 2480: 2477: 2475: 2472: 2470: 2469:Nonparametric 2467: 2465: 2462: 2461: 2459: 2455: 2449: 2446: 2444: 2441: 2439: 2436: 2434: 2431: 2430: 2428: 2426: 2422: 2416: 2413: 2411: 2408: 2406: 2403: 2401: 2398: 2396: 2393: 2392: 2390: 2388: 2384: 2378: 2375: 2373: 2370: 2368: 2365: 2363: 2360: 2359: 2357: 2355: 2351: 2347: 2340: 2337: 2335: 2332: 2331: 2327: 2323: 2307: 2304: 2303: 2302: 2299: 2297: 2294: 2292: 2289: 2285: 2282: 2280: 2277: 2276: 2275: 2272: 2271: 2269: 2267: 2263: 2253: 2250: 2246: 2240: 2238: 2232: 2230: 2224: 2223: 2222: 2219: 2218:Nonparametric 2216: 2214: 2208: 2204: 2201: 2200: 2199: 2193: 2189: 2188:Sample median 2186: 2185: 2184: 2181: 2180: 2178: 2176: 2172: 2164: 2161: 2159: 2156: 2154: 2151: 2150: 2149: 2146: 2144: 2141: 2139: 2133: 2131: 2128: 2126: 2123: 2121: 2118: 2116: 2113: 2111: 2109: 2105: 2103: 2100: 2099: 2097: 2095: 2091: 2085: 2083: 2079: 2077: 2075: 2070: 2068: 2063: 2059: 2058: 2055: 2052: 2050: 2046: 2036: 2033: 2031: 2028: 2026: 2023: 2022: 2020: 2018: 2014: 2008: 2005: 2001: 1998: 1997: 1996: 1993: 1989: 1986: 1985: 1984: 1981: 1979: 1976: 1975: 1973: 1971: 1967: 1959: 1956: 1954: 1951: 1950: 1949: 1946: 1944: 1941: 1939: 1936: 1934: 1931: 1929: 1926: 1924: 1921: 1920: 1918: 1916: 1912: 1906: 1903: 1899: 1896: 1892: 1889: 1887: 1884: 1883: 1882: 1879: 1878: 1877: 1874: 1870: 1867: 1865: 1862: 1860: 1857: 1855: 1852: 1851: 1850: 1847: 1846: 1844: 1842: 1838: 1835: 1833: 1829: 1823: 1820: 1818: 1815: 1811: 1808: 1807: 1806: 1803: 1801: 1798: 1794: 1793:loss function 1791: 1790: 1789: 1786: 1782: 1779: 1777: 1774: 1772: 1769: 1768: 1767: 1764: 1762: 1759: 1757: 1754: 1750: 1747: 1745: 1742: 1740: 1734: 1731: 1730: 1729: 1726: 1722: 1719: 1717: 1714: 1712: 1709: 1708: 1707: 1704: 1700: 1697: 1695: 1692: 1691: 1690: 1687: 1683: 1680: 1679: 1678: 1675: 1671: 1668: 1667: 1666: 1663: 1661: 1658: 1656: 1653: 1651: 1648: 1647: 1645: 1643: 1639: 1635: 1631: 1626: 1622: 1608: 1605: 1603: 1600: 1598: 1595: 1593: 1590: 1589: 1587: 1585: 1581: 1575: 1572: 1570: 1567: 1565: 1562: 1561: 1559: 1555: 1549: 1546: 1544: 1541: 1539: 1536: 1534: 1531: 1529: 1526: 1524: 1521: 1519: 1516: 1515: 1513: 1511: 1507: 1501: 1498: 1496: 1495:Questionnaire 1493: 1491: 1488: 1484: 1481: 1479: 1476: 1475: 1474: 1471: 1470: 1468: 1466: 1462: 1456: 1453: 1451: 1448: 1446: 1443: 1441: 1438: 1436: 1433: 1431: 1428: 1426: 1423: 1421: 1418: 1417: 1415: 1413: 1409: 1405: 1401: 1396: 1392: 1378: 1375: 1373: 1370: 1368: 1365: 1363: 1360: 1358: 1355: 1353: 1350: 1348: 1345: 1343: 1340: 1338: 1335: 1333: 1330: 1328: 1325: 1323: 1322:Control chart 1320: 1318: 1315: 1313: 1310: 1308: 1305: 1304: 1302: 1300: 1296: 1290: 1287: 1283: 1280: 1278: 1275: 1274: 1273: 1270: 1268: 1265: 1263: 1260: 1259: 1257: 1255: 1251: 1245: 1242: 1240: 1237: 1235: 1232: 1231: 1229: 1225: 1219: 1216: 1215: 1213: 1211: 1207: 1195: 1192: 1190: 1187: 1185: 1182: 1181: 1180: 1177: 1175: 1172: 1171: 1169: 1167: 1163: 1157: 1154: 1152: 1149: 1147: 1144: 1142: 1139: 1137: 1134: 1132: 1129: 1127: 1124: 1123: 1121: 1119: 1115: 1109: 1106: 1104: 1101: 1097: 1094: 1092: 1089: 1087: 1084: 1082: 1079: 1077: 1074: 1072: 1069: 1067: 1064: 1062: 1059: 1057: 1054: 1052: 1049: 1048: 1047: 1044: 1043: 1041: 1039: 1035: 1032: 1030: 1026: 1022: 1018: 1013: 1009: 1003: 1000: 998: 995: 994: 991: 987: 980: 975: 973: 968: 966: 961: 960: 957: 953: 946: 940: 936: 931: 930: 923: 922: 917: 911: 907: 902: 901: 897: 889: 885: 880: 875: 871: 867: 862: 857: 853: 849: 845: 838: 835: 830: 824: 816: 810: 806: 799: 796: 793: 789: 785: 779: 776: 773: 769: 763: 760: 756: 750: 747: 742: 738: 734: 730: 723: 720: 716: 710: 707: 703: 697: 694: 690: 684: 681: 675: 672: 667: 663: 659: 655: 651: 647: 646:Technometrics 640: 637: 633: 627: 624: 619: 615: 611: 607: 600: 597: 591: 586: 582: 578: 574: 567: 564: 559: 555: 551: 547: 542: 537: 534:(1): 87–105. 533: 529: 522: 519: 514: 508: 504: 497: 494: 489: 483: 479: 478: 473: 466: 463: 455: 451: 447: 440: 433: 430: 424: 420: 417: 415: 412: 411: 407: 405: 403: 399: 395: 391: 387: 383: 379: 371: 369: 367: 362: 359: 352: 350: 348: 343: 341: 337: 333: 328: 326: 322: 318: 314: 310: 306: 302: 298: 294: 290: 285: 281: 279: 271: 268: 265: 262: 259: 256: 253: 250: 247: 244: 241: 238: 235: 232: 229: 226: 225: 224: 218: 216: 214: 210: 209:kurtosis risk 205: 203: 199: 195: 191: 187: 183: 179: 175: 167: 165: 162: 158: 154: 150: 145: 143: 138: 130: 128: 121: 117: 113: 109: 105: 101: 97: 93: 89: 86: 82: 79: 75: 72: 68: 64: 63: 62: 60: 56: 51: 49: 45: 41: 37: 33: 19: 3267: 3255: 3236: 3229: 3141:Econometrics 3091: / 3074:Chemometrics 3051:Epidemiology 3044: / 3017:Applications 2859:ARIMA model 2806:Q-statistic 2755:Stationarity 2651:Multivariate 2594: / 2590: / 2588:Multivariate 2586: / 2526: / 2522: / 2296:Bayes factor 2195:Signed rank 2107: 2081: 2073: 2061: 1756:Completeness 1592:Cohort study 1490:Opinion poll 1425:Missing data 1412:Study design 1367:Scatter plot 1289:Scatter plot 1282:Spearman's ρ 1244:Grouped data 951: 928: 905: 851: 847: 837: 804: 798: 783: 778: 762: 754: 749: 735:(1): 54–59. 732: 728: 722: 714: 709: 701: 696: 691:70, 723–726. 688: 683: 674: 649: 645: 639: 634:57, 519–530. 631: 626: 609: 605: 599: 580: 576: 566: 531: 527: 521: 502: 496: 476: 465: 454:the original 449: 445: 432: 375: 372:Applications 366:Bayes factor 363: 356: 344: 329: 286: 282: 275: 222: 212: 206: 201: 197: 193: 171: 146: 134: 125: 112:Bayes factor 107: 103: 99: 95: 52: 35: 29: 3269:WikiProject 3184:Cartography 3146:Jurimetrics 3098:Reliability 2829:Time domain 2808:(Ljung–Box) 2730:Time-series 2608:Categorical 2592:Time-series 2584:Categorical 2519:(Bernoulli) 2354:Correlation 2334:Correlation 2130:Jarque–Bera 2102:Chi-squared 1864:M-estimator 1817:Asymptotics 1761:Sufficiency 1528:Interaction 1440:Replication 1420:Effect size 1377:Violin plot 1357:Radar chart 1337:Forest plot 1327:Correlogram 1277:Kendall's τ 315:estimates. 186:t-statistic 161:correlation 159:. Here the 3285:Categories 3136:Demography 2854:ARMA model 2659:Regression 2236:(Friedman) 2197:(Wilcoxon) 2135:Normality 2125:Lilliefors 2072:Student's 1948:Resampling 1822:Robustness 1810:divergence 1800:Efficiency 1738:(monotone) 1733:Likelihood 1650:Population 1483:Stratified 1435:Population 1254:Dependence 1210:Count data 1141:Percentile 1118:Dispersion 1051:Arithmetic 986:Statistics 814:0838526950 689:Biometrika 632:Biometrika 606:Biometrika 361:are used. 32:statistics 2517:Logistic 2284:posterior 2210:Rank sum 1958:Jackknife 1953:Bootstrap 1771:Bootstrap 1706:Parameter 1655:Statistic 1450:Statistic 1362:Run chart 1347:Pie chart 1342:Histogram 1332:Fan chart 1307:Bar chart 1189:L-moments 1076:Geometric 870:1664-1078 823:cite book 717:62, 1–23. 536:CiteSeerX 378:residuals 336:BHEP test 142:quantiles 137:histogram 102:(for all 3231:Category 2924:Survival 2801:Johansen 2524:Binomial 2479:Isotonic 2066:(normal) 1711:location 1518:Blocking 1473:Sampling 1352:Q–Q plot 1317:Box plot 1299:Graphics 1194:Skewness 1184:Kurtosis 1156:Variance 1086:Heronian 1081:Harmonic 888:30459683 854:: 2104. 558:13866566 408:See also 313:kurtosis 309:skewness 297:kurtosis 293:skewness 40:data set 3257:Commons 3204:Kriging 3089:Process 3046:studies 2905:Wavelet 2738:General 1905:Plug-in 1699:L space 1478:Cluster 1179:Moments 997:Outline 879:6232275 741:2984828 666:1268008 390:F tests 386:t tests 380:from a 182:z-score 172:Simple 3126:Census 2716:Normal 2664:Manova 2484:Robust 2234:2-way 2226:1-way 2064:-test 1735:  1312:Biplot 1103:Median 1096:Lehmer 1038:Center 941:  912:  886:  876:  868:  811:  739:  664:  556:  538:  509:  484:  2750:Trend 2279:prior 2221:anova 2110:-test 2084:-test 2076:-test 1983:Power 1928:Pivot 1721:shape 1716:scale 1166:Shape 1146:Range 1091:Heinz 1066:Cubic 1002:Index 737:JSTOR 662:JSTOR 554:S2CID 457:(PDF) 442:(PDF) 425:Notes 278:power 266:, and 2983:Test 2183:Sign 2035:Wald 1108:Mode 1046:Mean 939:ISBN 910:ISBN 884:PMID 866:ISSN 829:link 809:ISBN 507:ISBN 482:ISBN 392:and 311:and 295:and 151:, a 2163:BIC 2158:AIC 935:479 874:PMC 856:doi 788:doi 768:doi 654:doi 614:doi 585:doi 546:doi 90:In 76:In 65:In 30:In 3287:: 937:. 882:. 872:. 864:. 850:. 846:. 825:}} 821:{{ 733:38 660:. 650:17 648:. 610:67 608:. 581:56 579:. 575:. 552:. 544:. 532:34 530:. 448:. 444:. 388:, 61:: 34:, 2108:G 2082:F 2074:t 2062:Z 1781:V 1776:U 978:e 971:t 964:v 947:. 918:. 890:. 858:: 852:9 831:) 817:. 790:: 770:: 743:. 668:. 656:: 620:. 616:: 593:. 587:: 560:. 548:: 515:. 490:. 450:2 291:( 272:. 248:, 242:, 236:, 230:, 213:σ 202:s 198:s 194:σ 108:σ 106:, 104:ÎŒ 100:σ 98:, 96:ÎŒ 20:)

Index

Normality tests
statistics
data set
normal distribution
random variable
model selection
interpretations of probability
descriptive statistics
goodness of fit
frequentist statistics
statistical hypothesis testing
null hypothesis
Bayesian statistics
Bayes factor
prior distribution
posterior distribution
histogram
quantiles
normal probability plot
quantile-quantile plot
standard normal distribution
correlation
back-of-the-envelope
sample maximum and minimum
z-score
t-statistic
68–95–99.7 rule
kurtosis risk
D'Agostino's K-squared test
Jarque–Bera test

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