大样本正态性检验

hplcdadong 发表于 2010-12-16 19:11
K-S is only good for small sample size. Most of time, it is too sensitive for large sample size. If  ...

如何用SPSS_SAS统计软件进行正态性检验.pdf (108.02 KB)

2013-1-16 15:23:27 上传

小样本用w检验，大样本用D检验

在stata里help swilk得来的资料：
swilk performs the Shapiro-Wilk W test for normality, and sfrancia  performs the Shapiro-Francia W' test for normality.
swilk can be used with 4<=n<=2,000 observations, and sfrancia can be used with 5<=n<=5,000  observations;
sktest for a test allowing more observations.  
也就是说样本量超过了swilk的范围时，最好用sktest

如果大样本 可以看一下大数定律 中心极限定理 正态性检验可以在网页版SPSSAU中操作比较方便。