正态分布 检验统计量
一、Shapiro-Wilk检验
参考资料:
1. Sheskin, D. J. (2011). Handbook of parametric and nonparametric statistical procedures (5th ed.). Boca Raton, FL: CRC Press.正则化统计
2. Shapiro, S. S., & Wilk, M. B. (1965). An analysis of variance test for normality (complete samples). Biometrika, 52(3/4), 591-611.
二、Kolmogorov-Smirnov检验
参考资料:
1. Sheskin, D. J. (2011). Handbook of parametric and nonparametric statistical procedures (5th ed.). Boca Raton, FL: CRC Press.
2. Kolmogorov, A. N. (1933). Sulla determinazione empirica di una legge di distribuzione. Giornale dell' Istituto Italiano degli Attuari, 4(1/2), 83-91.
3. Smirnov, N. V. (1948). Table for estimating the goodness of fit of empirical distributions. Annals of Mathematical Statistics, 19(2), 279-281.
三、Anderson-Darling检验
参考资料:
1. Sheskin, D. J. (2011). Handbook of parametric and nonparametric statistical procedures (5th ed.). Boca Raton, FL: CRC Press.
2. Anderson, T. W., & Darling, D. A. (1954). A test of goodness of fit. Journal of the American Statistical Association, 49(268), 765-769.
四、Lilliefors检验
参考资料:
1. Sheskin, D. J. (2011). Handbook of parametric and nonparametric statistical procedures (5th ed.). Boca Raton, FL: CRC Press.
2. Lilliefors, H. W. (1967). On the Kolmogorov-Smirnov test for normality with mean and variance unknown. Journal of the American Statistical Association, 62(318), 399-402.
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