总体正态性检验—W检验法的改进  

Improvement of W inspection method in overall normal inspection

作　　者：白杰华[1] 宋向东[1] 

机构地区：[1]燕山大学理学院,河北秦皇岛066004

出　　处：《辽宁工程技术大学学报（自然科学版）》2013年第3期413-416,共4页Journal of Liaoning Technical University (Natural Science)

基　　金：全国统计科研计划基金资助项目(2011LY064)

摘　　要：针对正态性检验W检验法应用中存在的不足,提出改进的D统计量.运用随机模拟方法给出概率密度分布图、拒绝域的取值表、功效函数比较图及非正态分布下的拒绝概率表.结果表明:在正态性检验时,D统计量相对于W统计量的检验功效更高一些,而在非正态检验时,其功效函数拒绝率同原统计量相比也有一定的改进.D统计量对某些分布能够更及时作出不服从正态分布的判断;新统计量检验计算更省时省力;对正态性检验具有一定的参考价值.In terms of the shortcomings of the application of W Inspection Act of normality test,this study proposes an improved D statistics.Using stochastic simulation method,the study has obtained the probability density distribution,the value table of refused domain,the efficacy function comparison chart and the reject probability table under non-normal distribution.The study demonstrates that in the normality test the effectiveness of D statistic is better than that of W statistic while in the non-normality inspection there is also some improvement in its reject rate of efficacy function compared to the reject rate with the original statistic.D statistic can make timely judgments on some distributions which do not follow a normal distribution.Therefore,the new statistical test method is more time-saving and effective,and has some reference values for a normality test.

关 键 词：正态性检验 W检验法 统计量 随机模拟 概率密度分布 检验功效 非正态检验 比较分析 

分 类 号：O213.1[理学—概率论与数理统计]