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beardgh
06-13-2011, 07:55 PM
dear sir:
In IMSL c# 5.0,how can i judge a array is a non nomal distribution? such as beta distribution.

mecej4
06-16-2011, 03:44 AM
There are two possible interpretations of your question:

1. How do I test if a given array of values is fitted well by a specific (e.g., Beta) distribution?

2. How do I test whether or not a given array of values is fitted well by a Normal distribution?

For the latter, a convenient if informal test is to use a quantile-quantile plot (also called 'normal probability plot'). Sort the data, and plot the pairs

( [(i-0.5)100.0/n]-th z-percentile, i-th smallest array element )

on an x-y plot. Deviation from normality shows up as deviation from a straight line, esp., curved tail(s).