departures from normality

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Departures from Normality

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Page 1: Departures from Normality

Departures from Normality

Page 2: Departures from Normality

Departures from Normality

• Many statistical test depend on our population being normally distributed.

Page 3: Departures from Normality

Departures from Normality

• Many statistical test depend on our population being normally distributed.

Page 4: Departures from Normality

Departures from Normality

• Many statistical test depend on our population being normally distributed.

• How do we test if our population is normally distributed?

Page 5: Departures from Normality

Departures from Normality

• Many statistical test depend on our population being normally distributed.

• How do we test if our population is normally distributed?

• compare mean and median

Page 6: Departures from Normality

Departures from Normality

• Many statistical test depend on our population being normally distributed.

• How do we test if our population is normally distributed?

• compare mean and median

• graphically

Page 7: Departures from Normality

Departures from Normality

• Many statistical test depend on our population being normally distributed.

• How do we test if our population is normally distributed?

• compare mean and median

• graphically

• goodness of fit (Shapiro-Wilk Hypothesis test)

Page 8: Departures from Normality

Departures from Normality

• Many statistical test depend on our population being normally distributed.

• How do we test if our population is normally distributed?

• compare mean and median

• graphically

• goodness of fit (Shapiro-Wilk Hypothesis test)

• using symmetry and kurtosis hypothesis testing

Page 9: Departures from Normality

Departures from Normality

• Many statistical test depend on our population being normally distributed.

• How do we test if our population is normally distributed?

• compare mean and median

• graphically

• goodness of fit (Shapiro-Wilk Hypothesis test)

• using symmetry and kurtosis hypothesis testing

Page 10: Departures from Normality

Departures from Normality

• Many statistical test depend on our population being normally distributed.

• How do we test if our population is normally distributed?

• compare mean and median

• graphically

• goodness of fit (Shapiro-Wilk Hypothesis test)

• using symmetry and kurtosis hypothesis testing

• What do we do if our data are not normally distributed, but are Abby Normal?

Page 11: Departures from Normality

Departures from Normality

• Many statistical test depend on our population being normally distributed.

• How do we test if our population is normally distributed?

• compare mean and median

• graphically

• goodness of fit (Shapiro-Wilk Hypothesis test)

• using symmetry and kurtosis hypothesis testing

• What do we do if our data are not normally distributed, but are Abby Normal?

Page 12: Departures from Normality

Departures from Normality

• Many statistical test depend on our population being normally distributed.

• How do we test if our population is normally distributed?

• compare mean and median

• graphically

• goodness of fit (Shapiro-Wilk Hypothesis test)

• using symmetry and kurtosis hypothesis testing

• What do we do if our data are not normally distributed, but are Abby Normal?

• Transformations

Page 13: Departures from Normality

Departures from Normality

• Many statistical test depend on our population being normally distributed.

• How do we test if our population is normally distributed?

• compare mean and median

• graphically

• goodness of fit (Shapiro-Wilk Hypothesis test)

• using symmetry and kurtosis hypothesis testing

• What do we do if our data are not normally distributed, but are Abby Normal?

• Transformations

• Non-parametric tests (coming later)

Page 14: Departures from Normality

Non-Normal Data

0

50

100

Cou

nt

0 1 2 3 4 5 6 7 8Tail Length (cm)

Skewed Right (Positively)

0

20

40

60

80

100

Cou

nt

0.5 0.6 0.7 0.8 0.9 1 1.1 1.2 1.3 1.4 1.5 1.6 1.7Toe Length (cm)

Skewed Left (Negatively)

Skewness

Page 15: Departures from Normality

Non-Normal Data

0

50

100

Cou

nt

0 1 2 3 4 5 6 7 8Tail Length (cm)

Skewed Right (Positively)

0

20

40

60

80

100

Cou

nt

0.5 0.6 0.7 0.8 0.9 1 1.1 1.2 1.3 1.4 1.5 1.6 1.7Toe Length (cm)

Skewed Left (Negatively)

Skewness

Platykurtic(flaty)

Leptokurtic

Nor

mal

Qua

ntile

Plo

t

-3 -2 -1 0 1 2 3

-2.33

-1.64-1.28

-0.67

0.0

0.67

1.281.64

2.33

0.5

0.8

0.9

0.2

0.10.050.02

0.950.98

Nor

mal

Qua

ntile

Plo

t

0 10 20 30 40 50 60 70 80 90Kurtosis

Page 16: Departures from Normality

Graphical Assessments of Normality

Histograms

Normal Probability Plot or

Cumulative Density Function

Page 17: Departures from Normality

Graphical Tests of NormalityNormal Quantile Plot/Normal Probability Plot

Normal- Black dots follow red line(straight)

Negatively skewedblack dots concave up compared

to red line

Page 18: Departures from Normality

Graphical Tests of Normality

Normal- Black dots follow red line

Positively skewedblack dots concave down

compared to red line

-3.09

-2.33

-1.64-1.28-0.67

0.00.671.281.64

2.33

3.09

0.5

0.8

0.2

0.05

0.01

0.95

0.99

0.0011e-4

Nor

mal

Qua

ntile

Plo

t

0 1 2 3 4 5 6 7 8

Normal Quantile Plot/Normal Probability Plot

Page 19: Departures from Normality

Graphical Tests of Normality

Platykurtic-black dots form backwards S

Leptokurticblack dots form an S

Normal Quantile Plot/Normal Probability Plot

-2.33

-1.64-1.28

-0.67

0.0

0.67

1.281.64

2.33

0.5

0.8

0.9

0.2

0.10.050.02

0.950.98

Nor

mal

Qua

ntile

Plo

t

0 10 20 30 40 50 60 70 80 90

-2.33

-1.64-1.28

-0.67

0.0

0.67

1.281.64

2.33

0.5

0.8

0.9

0.2

0.10.050.02

0.950.98

Nor

mal

Qua

ntile

Plo

t

-3 -2 -1 0 1 2 3

Page 20: Departures from Normality

Graphical Tests of NormalityCumulative Density Function (CDF)

Normal- symmetric tails

Skewedone tail longer than the other

Page 21: Departures from Normality

Statistical Tests of NormalityOverlay a normal

distribution with the same mean and

variance

Page 22: Departures from Normality

Statistical Tests of NormalityOverlay a normal

distribution with the same mean and

variance

Page 23: Departures from Normality

Statistical Tests of NormalityOverlay a normal

distribution with the same mean and

variance

Perform Goodness-of-Fit Test

Page 24: Departures from Normality

Statistical Tests of NormalityOverlay a normal

distribution with the same mean and

variance

Perform Goodness-of-Fit Test

Page 25: Departures from Normality

Skewness and Kurtosis

Choose “Customize Summary Statistics”

Page 26: Departures from Normality

Skewness and Kurtosis

Choose “Customize Summary Statistics”

Many/most software will subtract 3 from the

kurtosis value.

Page 27: Departures from Normality

Skewness and Kurtosis

Choose “Customize Summary Statistics”

But, is this -3 or not?

Many/most software will subtract 3 from the

kurtosis value.

Page 28: Departures from Normality

Skewness and Kurtosis

OK, now that we know that, we need to do a hypothesis test.

Choose “Customize Summary Statistics”

Page 29: Departures from Normality

Skewness and Kurtosis

Choose “Customize Summary Statistics”

Hypothesis Tests

Page 30: Departures from Normality

Skewness and Kurtosis

Choose “Customize Summary Statistics”

Page 31: Departures from Normality

Skewness and Kurtosis

Choose “Customize Summary Statistics”

Page 32: Departures from Normality

Now What?

Page 33: Departures from Normality

Now What?

Page 34: Departures from Normality

Now What?

Page 35: Departures from Normality

Transform the Data

Thanks to Andy Rhyne