Re: [R] D'agostino test

From: Diethelm Wuertz <wuertz_at_itp.phys.ethz.ch>
Date: Thu 02 Sep 2004 - 03:34:20 EST

Ludwig Baringhaus wrote:

>>Several versions of the D'Agostino Test are implemented in
>>"fBasics" from Rmetrics beside many other tests for normality
>>
>>

>Unlike the Shapiro-Wilk or the Anderson-Darling test, the
>D'Agostino test is not an omnibus test for testing the
>hypothesis of normality. In fact, D'Agostino's D
>is a suitable test statistic for testing the hypothesis of
>uniformity. See
>Baringhaus and Henze (1990).
>A test for uniformity with unknown limits based on D'Agostino's D.
>Statist. Probab. Lett. 9, 299-304
>
>

So far, my understanding was the following that the D’Agostino(-Pearson) omnibus test
analyzes the data to determine skewness and kurtosis. It then calculates how far each
of these values differs from the value expected with a Gaussian distribution, and
computes a P value from the sum of the squares of these discrepancies. Unlike the
Shapiro-Wilk test, this test is not affected if the data contains identical values.

This kind of test is implemented in several other software packages under the name
"d'Agostino Test".

May be we are talking about different things.

D. Wuertz

PS: Thanks for the reference, I will have a look on it to clarify my understanding.

E.g., see also:
R.B. D'Agostino, "Tests for Normal Distribution" in /Goodness-Of-Fit Techniques/
E. Seier, "Comparisons of Tests for Univariate Normality" J.D. McCauley, "Goodness of Fit Tests"
UITS, "Testing for Normality"

>L. Baringhaus
>Institut fuer Mathematische Stochastik
>Universitaet Hannover
>Welfengarten 1
>30167 Hannover
>
>______________________________________________
>R-help@stat.math.ethz.ch mailing list
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>
>
>



R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Sep 02 03:41:08 2004

This archive was generated by hypermail 2.1.8 : Wed 03 Nov 2004 - 22:56:24 EST