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Luis A. Afonso
Posts:
4,699
From:
LIsbon (Portugal)
Registered:
2/16/05


Does data follows the Normal model?
Posted:
Feb 22, 2013 5:16 PM


Does data follows the Normal model?
This is the JarqueBera´s aim en.wikipedia.org/wiki/Jarque?Bera_test Exact Crtical values in: http://mpra.ub.unimuenchen.de/id/eprint/19155 (not used here because the pvalues was obtained directly from Model Simulated data)
Data: 30 male spider´s length (my Sun, 28 Sep 2008 06:55) From data I got the parameters mu= 5.917, sd= 0.663 and S= 1.0181, k= 1.9512, Skewness, Excess Kurtosis, respectively. Then the Test statistics JB= 9.942.
Test Based on these parameters 40000 values X~N(mu, sd):30 were simulated (BoxMuller algorithm); for each sample S and k were calculated and compared with those obtained by realworld data counting how many of them is larger the above values (pvalues). It was get 0.0461, 1.0000. I evaluated, as well, the JB test in order to find how many were larger than 9.952: the pvalue (JB)= 0.0005. Conclusion: At 5% significance the Skewness is rejected by millimeters, on contrary k is fully not. Radically different for JB test, which lead us to reject Normality peremptorily, pvalue = 0.05%. By the artificial sum of Skewness and Excess Kurtosis the test does not reject a lot of data that, in fact, should be so, when each of the two parameters is viewed separately.
Luis A. Afonso
REM "ROLAND" CLS DEFDBL AZ PRINT : PRINT "______ROLAND______"; PRINT PRINT " Does data follows the Normal Model ?" pi = 4 * ATN(1): n = 30 DIM Y(n), Xs(n), V(n) DIM W(n) REM
INPUT " many= "; many REM male DATA 4.70,4.70,4.80,5.20,5.20,5.40,5.50,5.65,5.65,5.70 DATA 5.75,5.75,5.75,5.80,5.85,5.85,5.90,5.95,5.95,6.10 DATA 6.20,6.20,6.35,6.35,6.45,6.55,6.80,6.95,7.00,7.50 REM REM FOR i = 1 TO 30: READ Y(i) mean = mean + Y(i) / n: ssY = ssY + Y(i) * Y(i): NEXT i sdy = ssY  n * mean * mean varY = sdy / (n  1): sd = SQR(varY): COLOR 14 PRINT USING " mean= #.### "; mean; PRINT USING " sd= #.### "; sd m2 = 0: m3 = 0: m4 = 0 FOR ii = 1 TO n: dd = Y(ii)  m1 m2 = m2 + dd * dd / n m3 = m3 + dd * dd * dd / n m4 = m4 + dd * dd * dd * dd / n NEXT ii m2 = 0: m3 = 0: m4 = 0 FOR ii = 1 TO n: dd = Y(ii)  m1 m2 = m2 + dd * dd / n m3 = m3 + dd * dd * dd / n m4 = m4 + dd * dd * dd * dd / n NEXT ii S = m3 / (m2 ^ 1.5) k = m4 / (m2 ^ 2)  3 PRINT " Spiders male : "; PRINT USING "S= ###.#### "; S; PRINT USING "k= ###.#### "; k JB = 30 * (S ^ 2 / 6 + k ^ 2 / 24) PRINT USING " JB(obsv.) = ##.### "; JB PRINT : PRINT FOR j = 1 TO many COLOR 14 RANDOMIZE TIMER m1 = 0 FOR i = 1 TO n 1 a = RND IF a < .0000001 THEN GOTO 1 aa = SQR(2 * LOG(a)) Xs(i) = mean + aa * sd * COS(2 * pi * RND) m1 = m1 + Xs(i) / n NEXT i m2 = 0: m3 = 0: m4 = 0 FOR ii = 1 TO n: dd = Y(ii)  m1 m2 = m2 + dd * dd / n m3 = m3 + dd * dd * dd / n m4 = m4 + dd * dd * dd * dd / n NEXT ii s1 = m3 / (m2 ^ 1.5) k1 = m4 / (m2 ^ 2)  3 IF s1 > S THEN sout = sout + 1 IF k1 > k THEN kout = kout + 1 jb1 = 30 * (s1 ^ 2 / 6 + k1 ^ 2 / 24) IF jb1 > JB THEN exceed = exceed + 1 / many NEXT j PRINT " SIGNIFICANT S , k ="; PRINT USING "#.#### "; sout / many; kout / many PRINT " JB(obsv.)<JB(model) ="; PRINT USING "#.#### "; exceed END



