在R編程中,可以使用多個(gè)統(tǒng)計(jì)測試和可視化方法來判斷樣本數(shù)據(jù)是否來自均值為0、標(biāo)準(zhǔn)差為1的正態(tài)分布。以下是一些常用的方法:
-
Shapiro-Wilk 正態(tài)性檢驗(yàn):
shapiro.test(data) -
Kolmogorov-Smirnov 正態(tài)性檢驗(yàn):
ks.test(data, "pnorm", mean = 0, sd = 1) -
Q-Q 圖(Quantile-Quantile Plot):
qqnorm(data) qqline(data, col = "red") -
正態(tài)性檢驗(yàn)組合(使用
nortest包):install.packages("nortest") library(nortest) ad.test(data) # Anderson-Darling test -
可視化:直方圖和密度圖:
hist(data, probability = TRUE, main = "Histogram with Normal Curve") lines(density(data), col = "blue") curve(dnorm(x, mean = 0, sd = 1), add = TRUE, col = "red")
下面是一個(gè)綜合示例,展示了如何使用這些方法來判斷樣本數(shù)據(jù)是否來自均值為0、標(biāo)準(zhǔn)差為1的正態(tài)分布:
# 生成一個(gè)樣本數(shù)據(jù)
set.seed(123)
data <- rnorm(100, mean = 0, sd = 1)
# Shapiro-Wilk 正態(tài)性檢驗(yàn)
shapiro_test <- shapiro.test(data)
print(shapiro_test)
# Kolmogorov-Smirnov 正態(tài)性檢驗(yàn)
ks_test <- ks.test(data, "pnorm", mean = 0, sd = 1)
print(ks_test)
# Q-Q 圖
qqnorm(data)
qqline(data, col = "red")
# Anderson-Darling test
install.packages("nortest")
library(nortest)
ad_test <- ad.test(data)
print(ad_test)
# 可視化:直方圖和密度圖
hist(data, probability = TRUE, main = "Histogram with Normal Curve")
lines(density(data), col = "blue")
curve(dnorm(x, mean = 0, sd = 1), add = TRUE, col = "red")
這些方法結(jié)合使用,可以幫助你更全面地判斷樣本數(shù)據(jù)是否符合均值為0、標(biāo)準(zhǔn)差為1的正態(tài)分布。