normality test

[Toke Reichstein]

Hi

A while ago I wrote and asked about combined plotting of histograms and
normal distributions (thank you for you help by the way). I was so
pleased with using octave that I was wondering if I should carry
out formal normality test in octave as well instead of using my normal
proprietary statistical package. But I just want to be certain that what I
am doing is right.

I searched the help file for a normality test. And I came by the
kolmogorov-smirnov test. The help file gives an example with a uniform
distribution. If I was to conduct the test using a normal distribution
would it be right to do it like this?

kolmogorov_smirnov_test([data], 'normal', [mean of data], [variance of
data])

I have compared the results with my normal statistical package. But the
results are not the same. I am inclined to believe the octave
calculations. Because I have also conducted the tests with a earlier
version of the proprietary software that employed a shapiro-wilks test.
The conclusion of this test seem to concur with octave. So maybe I
cannot trust my latest proprietary software. It may look up the wrong
critical values in the new version in which it uses
the kolmogorov-smirnov test. Also the plotting of the data tends to point
toward the same conclusion as that of octave.

Thank you in advance for any comments.

Toke

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Toke Reichstein                             Aalborg University
Cand. Oecon. (M.Sc. Economics)              Department of Business Studies
Ph.D. Student                               Fibigerstraede 4
e-mail  : address@hidden                    9220 Aalborg Oe
Homepage: http://www.business.auc.dk/~tr/   Denmark
Fax: +45 98156013                           Phone   : +45 96358241
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