Departures from Normality Departures from Normality Many - - PowerPoint PPT Presentation
Departures from Normality Departures from Normality Many - - PowerPoint PPT Presentation
Departures from Normality Departures from Normality Many statistical test depend on our population being normally distributed. Departures from Normality Many statistical test depend on our population being normally distributed.
Departures from Normality
- Many statistical test depend on our population being
normally distributed.
Departures from Normality
- Many statistical test depend on our population being
normally distributed.
Departures from Normality
- Many statistical test depend on our population being
normally distributed.
- How do we test if our population is normally
distributed?
Departures from Normality
- Many statistical test depend on our population being
normally distributed.
- How do we test if our population is normally
distributed?
- compare mean and median
Departures from Normality
- Many statistical test depend on our population being
normally distributed.
- How do we test if our population is normally
distributed?
- compare mean and median
- graphically
Departures from Normality
- Many statistical test depend on our population being
normally distributed.
- How do we test if our population is normally
distributed?
- compare mean and median
- graphically
- goodness of fit (Shapiro-Wilk Hypothesis test)
Departures from Normality
- Many statistical test depend on our population being
normally distributed.
- How do we test if our population is normally
distributed?
- compare mean and median
- graphically
- goodness of fit (Shapiro-Wilk Hypothesis test)
- using symmetry and kurtosis hypothesis testing
Departures from Normality
- Many statistical test depend on our population being
normally distributed.
- How do we test if our population is normally
distributed?
- compare mean and median
- graphically
- goodness of fit (Shapiro-Wilk Hypothesis test)
- using symmetry and kurtosis hypothesis testing
Departures from Normality
- Many statistical test depend on our population being
normally distributed.
- How do we test if our population is normally
distributed?
- compare mean and median
- graphically
- goodness of fit (Shapiro-Wilk Hypothesis test)
- using symmetry and kurtosis hypothesis testing
- What do we do if our data are not normally distributed,
but are Abby Normal?
Departures from Normality
- Many statistical test depend on our population being
normally distributed.
- How do we test if our population is normally
distributed?
- compare mean and median
- graphically
- goodness of fit (Shapiro-Wilk Hypothesis test)
- using symmetry and kurtosis hypothesis testing
- What do we do if our data are not normally distributed,
but are Abby Normal?
Departures from Normality
- Many statistical test depend on our population being
normally distributed.
- How do we test if our population is normally
distributed?
- compare mean and median
- graphically
- goodness of fit (Shapiro-Wilk Hypothesis test)
- using symmetry and kurtosis hypothesis testing
- What do we do if our data are not normally distributed,
but are Abby Normal?
- Transformations
Departures from Normality
- Many statistical test depend on our population being
normally distributed.
- How do we test if our population is normally
distributed?
- compare mean and median
- graphically
- goodness of fit (Shapiro-Wilk Hypothesis test)
- using symmetry and kurtosis hypothesis testing
- What do we do if our data are not normally distributed,
but are Abby Normal?
- Transformations
- Non-parametric tests (coming later)
Non-Normal Data
50 100 Count 1 2 3 4 5 6 7 8 Tail Length (cm)
Skewed Right (Positively)
20 40 60 80 100 Count 0.5 0.6 0.7 0.8 0.9 1 1.1 1.2 1.3 1.4 1.5 1.6 1.7 Toe Length (cm)
Skewed Left (Negatively) Skewness
Non-Normal Data
50 100 Count 1 2 3 4 5 6 7 8 Tail Length (cm)
Skewed Right (Positively)
20 40 60 80 100 Count 0.5 0.6 0.7 0.8 0.9 1 1.1 1.2 1.3 1.4 1.5 1.6 1.7 Toe Length (cm)
Skewed Left (Negatively) Skewness Platykurtic (flaty) Leptokurtic
- 3
- 2
- 1
1 2 3
- 2.33
10 20 30 40 50 60 70 80 90
Kurtosis
Graphical Assessments of Normality
Histograms Normal Probability Plot
- r
Cumulative Density Function
Graphical Tests of Normality
Normal Quantile Plot/Normal Probability Plot Normal- Black dots follow red line(straight) Negatively skewed black dots concave up compared to red line
Graphical Tests of Normality
Normal- Black dots follow red line Positively skewed black dots concave down compared to red line
- 3.09
- 2.33
- 1.64
- 1.28
- 0.67
0.0 0.67 1.28 1.64 2.33 3.09 0.5 0.8 0.2 0.05 0.01 0.95 0.99 0.001 1e-4
Normal Quantile Plot
1 2 3 4 5 6 7 8
Normal Quantile Plot/Normal Probability Plot
Graphical Tests of Normality
Platykurtic-black dots form backwards S Leptokurtic black dots form an S Normal Quantile Plot/Normal Probability Plot
- 2.33
- 1.64
- 1.28
- 0.67
0.0 0.67 1.28 1.64 2.33 0.5 0.8 0.9 0.2 0.1 0.05 0.02 0.95 0.98
Normal Quantile Plot
10 20 30 40 50 60 70 80 90
- 2.33
- 1.64
- 1.28
- 0.67
0.0 0.67 1.28 1.64 2.33 0.5 0.8 0.9 0.2 0.1 0.05 0.02 0.95 0.98
Normal Quantile Plot
- 3
- 2
- 1
1 2 3
Graphical Tests of Normality
Cumulative Density Function (CDF) Normal- symmetric tails Skewed
- ne tail longer than the other
Statistical Tests of Normality
Overlay a normal distribution with the same mean and variance
Statistical Tests of Normality
Overlay a normal distribution with the same mean and variance
Statistical Tests of Normality
Overlay a normal distribution with the same mean and variance
Perform Goodness-of-Fit Test
Statistical Tests of Normality
Overlay a normal distribution with the same mean and variance
Perform Goodness-of-Fit Test
Skewness and Kurtosis
Choose “Customize Summary Statistics”
Skewness and Kurtosis
Choose “Customize Summary Statistics”
Many/most software will subtract 3 from the kurtosis value.
Skewness and Kurtosis
Choose “Customize Summary Statistics”
But, is this -3 or not? Many/most software will subtract 3 from the kurtosis value.
Skewness and Kurtosis
OK, now that we know that, we need to do a hypothesis test.
Choose “Customize Summary Statistics”
Skewness and Kurtosis
Choose “Customize Summary Statistics”
Hypothesis Tests
Skewness and Kurtosis
Choose “Customize Summary Statistics”
Skewness and Kurtosis
Choose “Customize Summary Statistics”
Now What?
Now What?
Now What?
Transform the Data
Thanks to Andy Rhyne