正态分布检验
MedCalc 中可用的检验
MedCalc 中可以使用以下正态分布检验:
- Shapiro–Wilk 检验(Shapiro & Wilk, 1965; Royston, 1995)和 Shapiro–Francia 检验(Shapiro & Francia, 1972; Royston, 1993a)分别计算 W 统计量和 W' 统计量,用于检验随机样本是否来自正态分布。W 或 W' 值较小是偏离正态性的证据。Shapiro–Wilk W 统计量只能在样本量为 3~5000(含两端)时计算(Royston, 1995),Shapiro–Francia W' 统计量可在样本量为 5~5000 时计算(Royston, 1993a & 1993b)。
- D'Agostino–Pearson 检验(Sheskin, 2011)将偏度和峰度系数合并,计算出一个 P值。
- 应用 Lilliefors 显著性校正(Dallal & Wilkinson, 1986)的 Kolmogorov–Smirnov 检验(Neter et al., 1988)基于样本累积分布与累积正态分布之间的最大差值。
结果
这些检验的结果以“接受正态性”或“拒绝正态性”的形式与 P值一起显示。
- 如果 P 大于 0.05,则可以假设数据服从正态分布,并显示结论“接受正态性”。
- 如果 P 小于 0.05,则必须拒绝样本观测值服从正态分布的假设,并显示结论“拒绝正态性”。
- 样本量较小时,可能无法执行所选的检验,并会显示相应的消息。此时可以使用直方图、累积频率分布、箱线图或正态概率图直观地评估分布的对称性和峰度。
参考文献
- Dallal GE, Wilkinson L (1986) An analytic approximation to the distribution of Lilliefors' test for normality. The American Statistician 40: 294–296.
- Neter J, Wasserman W, Whitmore GA (1988) Applied statistics. 3rd ed. Boston: Allyn and Bacon, Inc.
- Royston P (1993a) A pocket-calculator algorithm for the Shapiro-Francia test for non-normality: an application to medicine. Statistics in Medicine 12: 181–184.
- Royston P (1993b) A Toolkit for Testing for Non-Normality in Complete and Censored Samples. Journal of the Royal Statistical Society. Series D (The Statistician) 42: 37-43.
- Royston P (1995) A Remark on Algorithm AS 181: The W-test for Normality. Journal of the Royal Statistical Society. Series C (Applied Statistics) 44: 547-551.
- Shapiro SS, Francia RS (1972) An approximate analysis of variance test for normality. Journal of the American Statistical Association 67: 215-216.
- Shapiro SS, Wilk MB (1965) An analysis of variance test for normality (complete samples). Biometrika 52: 3-4.
- Sheskin DJ (2011) Handbook of parametric and non-parametric statistical procedures. 5th ed. Boca Raton: Chapman & Hall /CRC.