R-正態性檢驗例項
阿新 • • 發佈:2022-04-10
資料:price.csv檔案(一列價格差值的資料,包含標題)
問題描述:
- 利用price.csv資料繪製資料直方圖,並新增概率密度曲線(density)和估計概率密度曲線(dnorm) 。
- 繪製出qqplot及其擬合線。
- 用Shapiro和Kolmogorov-Smirnov檢驗判斷該資料是否符合正態分佈。
程式碼實現:
data = read.csv("price.csv", header = T) hist(data$diff, freq = F, xlab = 'Price differences', ylab = 'Density') #繪製直方圖 lines(density(data$diff), col = 'black') #新增概率密度曲線 x = seq(-2, 2, len = 252) lines(x, dnorm(x, mean(data$diff), sd(data$diff)), col= 'blue') #新增估計概率密度曲線 qqnorm(data$diff) #繪製qqplot qqline(data$diff) #繪製擬合線 shapiro.test(data$diff) ks.test(data$diff, 'pnorm', mean = mean(data$diff), sd = sd(data$diff))
結果展示:
> shapiro.test(data$diff) Shapiro-Wilk normality test data: data$diff W = 0.99146, p-value = 0.1503 > ks.test(data$diff, 'pnorm', mean = mean(data$diff), sd = sd(data$diff)) One-sample Kolmogorov-Smirnov test data: data$diff D = 0.052668, p-value = 0.4867 alternative hypothesis: two-sided
兩種檢驗均表明該資料服從正態分佈。