Filter löschen
Filter löschen

the H and P value of standard normal distribution

16 Ansichten (letzte 30 Tage)
yue li
yue li am 28 Aug. 2018
Bearbeitet: yue li am 28 Aug. 2018
Hello,
I computed the pdf of a standard normal distribution, with parameters µ equal to 0 and σ equal to 1.
I used lillietest to test whether the norm data is normal distribution or not. Since norm is standard normal distribution, it should has H value=0. Why the H value=1, and p value is 0.0012?
Thanks in advance!
Yue
x = [-3:.1:3];
norm = normpdf(x,0,1);
>> [H,P,KSSTAT,CV]=lillietest(norm)
H =
1
P =
0.0012
KSSTAT =
0.1523
CV =
0.1131

Akzeptierte Antwort

Brendan Hamm
Brendan Hamm am 28 Aug. 2018
The lillietest tests the null hypothesis that the data comes from a normal distribution against the alternative that it does not. You are not passing in data from a normal distribution, but rather the density function values at specified value of the random variable.
data = randn(100,1)
[H,P,KSSTAT,CV] lillietest(data)
  1 Kommentar
yue li
yue li am 28 Aug. 2018
Bearbeitet: yue li am 28 Aug. 2018
Hello, Brendan Hamm,
Thank you so much for your great help!
I am taking the mean and std of the values on the y axis of the pdf, not the x axis, which is a fairly meaningless statistic.
Thanks!
Yue

Melden Sie sich an, um zu kommentieren.

Weitere Antworten (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by