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Thread: Statistics problem?

  1. #1
    Junior Member
    Join Date
    Aug 2009
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    10

    Post Statistics problem?

    dear sir:
    In IMSL c# 5.0,how can i judge a array is a non nomal distribution? such as beta distribution.

  2. #2
    Senior Member mecej4's Avatar
    Join Date
    Dec 2009
    Posts
    127
    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).

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