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July 13, 2021 11:43
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[Normality tests in Python] #python #statistics #tests #normality #scipy
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# Example of the Shapiro-Wilk Normality Test | |
from scipy.stats import shapiro | |
data = [0.873, 2.817, 0.121, -0.945, -0.055, -1.436, 0.360, -1.478, -1.637, -1.869] | |
stat, p = shapiro(data) | |
print('stat=%.3f, p=%.3f' % (stat, p)) | |
if p > 0.05: | |
print('Probably Gaussian') | |
else: | |
print('Probably not Gaussian') | |
# Example of the D'Agostino's K^2 Normality Test | |
from scipy.stats import normaltest | |
data = [0.873, 2.817, 0.121, -0.945, -0.055, -1.436, 0.360, -1.478, -1.637, -1.869] | |
stat, p = normaltest(data) | |
print('stat=%.3f, p=%.3f' % (stat, p)) | |
if p > 0.05: | |
print('Probably Gaussian') | |
else: | |
print('Probably not Gaussian') | |
# Example of the Anderson-Darling Normality Test | |
from scipy.stats import anderson | |
data = [0.873, 2.817, 0.121, -0.945, -0.055, -1.436, 0.360, -1.478, -1.637, -1.869] | |
result = anderson(data) | |
print('stat=%.3f' % (result.statistic)) | |
for i in range(len(result.critical_values)): | |
sl, cv = result.significance_level[i], result.critical_values[i] | |
if result.statistic < cv: | |
print('Probably Gaussian at the %.1f%% level' % (sl)) | |
else: | |
print('Probably not Gaussian at the %.1f%% level' % (sl)) |
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