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The Criterion of The Normal Distribution
The Criterion of The Normal Distribution
n 2 n
K= Sk + Ku 2
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where n is the number of observations, Sk is a skewness estimate, Ku is a kurtosis
estimate.
The value K has an asymptotic distribution 2 distribution with two degrees of
freedom if observations are normally distributed.
The hypothesis H 0 about the normal distribution of observations is accepted
with a level of significance p if
Kˆ < 2p .
where 2p is the upper 100 p percent distribution 2 point, P 2 2p = p .
This formula can be practically applied to n �20 .
For example, n = 36 , Sk =-0.02308, Ku = -0.887 ,
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K= (-0.02308) 2 + (-0.887) 2 =1.182767, 0.05
2
= 5.992 .
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The hypothesis H 0 is accepted because K < 0.05
2
.