Testing for Normality

1.

1.

Arithmetic Probability Paper

2.

a3 0 a4 3 a3>0 a3<0
a4>3 a4<3

DVD 30

DVD

()

513 0.98 0.98 1739 3.33 39.28
611 1.17 2.15 1769 3.39 42.67
734 1.41 3.56 1826 3.5 46.17
1012 1.94 5.5 1902 3.64 49.81
1047 2.01 7.51 1976 3.78 53.59
1236 2.37 9.88 2021 3.87 57.46
1298 2.49 12.37 2145 4.11 61.57
1387 2.66 15.03 2306 4.42 65.99
1432 2.74 17.77 2323 4.45 70.44
 1497 2.87 20.64 2385 4.57 75.01
1528 2.93 23.57 2478 4.75 79.76
1553 2.97 26.54 2524 4.83 84.59
1585 3.04 29.58 2621 5.02 89.61
1627 3.12 32.7 2644 5.06 94.67
1698 3.25 35.95 2790 5.34 100.01
52207 X 1740.23 S= 613.45

DVD
DVD

normalization of data distribution

Normalization
of the distribution
1. Log-normal distribution

Log-transformed


2008

2008

2.


3. T

zlinear transformation
Z=az+b a b
99

non-linear transformation T

X z

1 The Negative Exponrntial Distribution

x
f ( x) e , x0

e 2.7183
x 0 x=0 =
x
1

x
P ( X x) e

x
P ( X x) 1 e
0 poisson poisson
t X
Queuing Theory

10
5
3 3-8

=10 1
10
0.15 0.5
P( X 5) 1 e =1 2.7183 =0.393

0.13 0.3
P( X 3) e 2.7183 0.741
P (3 X 8) P ( X 8) P ( X 3) 0.551 0.259 0.29
2Johnson, Miyanishi and Weir1995

boreal and subalpine

300
 boreal and subalpine

1000 boreal and subalpine

% %

0 34076 34.1 100.0 0

50 22464 22.5 65.9 1125
100 14809 14.8 43.4 1480
150 9763 9.8 28.6 1470
200 6436 6.4 18.8 1280
250 4243 4.2 12.4 1050
300 2797 2.8 8.2 840
350 1844 1.8 5.4 630
400 1216 1.2 3.6 480
450 801 0.8 2.4 360
500 528 0.5 1.6 250
550 348 0.3 1.1 165
600 230 0.3 0.8 180
650 252 0.2 0.5 130
700 293 0.3 0.3 210
100000 100.0 9650
b=9650/100=96.5

bdisturbance cycle

b 96.5
disturbance frequency 1 b 1 / 96.5

t

A(t ) e 96.5
t

A(t ) e 96.5

300

A(t 300) 2.7183 96.5 0.0447
300 4.47%

3
50 t 1
80%
50 1 / 50 0.02
 t
P( X t ) e 0.8
log 0.8
t log 2.7183 0.223

0.223
t 11.5
0.02
1

(Poisson Distribution)
x

P x X
X

x!
x e 2. 7183 P x
x 0,1,2,......n N
p
p q p

0 N x
2

(1) 1001400, 1, 2, 3, 4, 5

140
x 1. 4
100

p 0 e
1.4 1.4
2.7183 0.2466
p 1 0.2466 1.4 0.3452

14
.
2

p 2 0.2466 0.2417
2!

14
.
3

p 3 0.2466 01127
.
3!

14
.
4

p 4 0.2466 0.0395
4!
 14
.
5

p 5 0.2466 0.0110
5!

(2) 421000,
1, 2, 1000, 1,2, 3, 4
42
x 0. 42
100

p 0 e
0.42

p 1 e
0.42
0.42

0.42
2

p 2 e
0.42

2!

0.42
3

p 3
0.42
e
3!

0.42
4

p 4 e
0.42

4!

6-1

6-16-1
x 1. 27 d 2 2

d d ()

0 -1.27 1.610 1. 610 10 16.10

1 -0.27 0.073 0. 073 9 0. 66
2 0.73 0.533 0. 533 6 3. 20
3 1.73 2.993 2. 993 3 8. 79
4 2.73 7.453 7. 453 2 14. 91
x 1. 27

d
2
43.66

d 43.66 146
2


2

30
.

Poisson0, 1, 2,

x x
2 2

x
2

Balcombe1973

X f fx
0 4 0
1 9 9
2 15 30
3 11 33
4 6 24
5 4 20
6 2 12
7 1 7
Balcombe 1909197330mm
Balcombe0830mm65
30mm08
30mm
0 12
 1 23
2 19
3 7
4 3
5 1
6 0
7 0
8 0

6.1Isamu Matui1932Tonami
6.56.5
(Discrete Uniform Distribution)
n
6.1
 1
f ( x) , x 1,2,........, N
N

6.1
Bernoulli DistributionPoint Binomial Distribution

pqp+q=1
6.2
x 1 x
f ( x) pq , x 0,1

E(X)=pV(X)=pq

6.2Bernoulli

6.1Ph6.092%
Ph6.0
x 1 x
f ( x) 0.92 0.08 , x 0,1
0 1
f ( x 0) (0.92) (0.08) 0.08

(Binomial Distribution)
1.
Bernoulli

n x n x
f ( x ) p q , x 0,1,......n
x
P Q 0.5 1, npq
 1

P Q
1 1 1 1 1
=
2 2 2 2

P Q
2 2
2 PQ Q
2
P
1 2 1

4 4 4

P Q
3 2 3
3 P Q 3P Q Q
3 2
P
1 3 3 1

8 8 8 8
n n n 1
( P Q)
n 1 2 nr
P Q P Q PQ
n n 1 n2 n r
P ........ C r
1 1 2
n
n! nr
Q
r

r 0 r! n r ! P
6.3n

6.2

2.
pq0.5n5

2
mean 2.50, 1. 25

6.1 n=5, p=q=0.5x

 x f fx x x x x

f 2
f x x
5 1 5 2.5 2.50 6.25
4 5 20 1.5 7.5 11.25
3 10 30 0.5 5.0 2.5
2 10 20 -0.5 -5.0 2.5
1 5 5 -1.5 -7.5 11.25
0 1 0 -2.5 -2.5 6.25
32 80 40

mean
fx 80 2.50
n 32

x x
2

f
=
40
1.25 1.12

2
32
n
:

mean np 5 0. 5 2. 5

2
npq 5 0. 5 0. 5 1. 25

1.12
16 mean np 16 0.5 8

2
npq 16 0. 5 0. 5 1. 25

1.12
3.
6.2P()=p
P()=1-p=qn=10
6.4P(F)=0.710

P(x=2)=
10
2
0.3 0.7 2 8

10 10!
45
2 10 2 !8!

P(x=2)= 45 0.3 0.7 2 8

6.4p=q=0.5xpp=0.1x
01
nnp
np0.5

6.4 n=10p

6.320"
20"0.120"

 2
20" p 0.1 0. 012

20"20" 2 pq 2 0.1 0. 9 0.18

2
20" q 0.9 2
0. 81

6.44053

p 0. 4 , q 0. 6, n 5, r 3
5!
0.4 0.6
3 2
p 3
2
C PQ
5 3
0.23
3
3! 5 3 !

Geometric Distribution
pBernoulliXX

x 1
f ( x) pq , x 1,2,3,.........
6.71
p=0.1

pq pq
11 2 1 31 4 1

P (1 X 4) pq pq
0.1 (0.1)(0.9) (0.1)(0.81) (0.1)(0.729) 0.4339

Negative Binomial Distribution

pBernoullikx
kx+kkx

k x 1 k x
f ( x )
x
pq , x 0,1,2,..........

k+xkk+x-1k-1

k x 1 k 1 x k x 1 k 1 x

k 1
p q
x
p q

k+xpk+xk
k x 1 k 1 x k x 1 k x

x
p q p
x
pq

6.81
p=0.1205

X=20-5=15

p (x 15)
5 15 1
15


0.1 0.9
5 15

6.2Bernoullik+x=20