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2014
A View on the Validity of Central Limit Theorem: An Empirical Study Using Random Samples from Uniform Distribution
A View on the Validity of Central Limit Theorem: An Empirical Study Using Random Samples from Uniform Distribution
한국통계학회
정재식 외 2명
논문정보
- Publisher
- Communications for Statistical Applications and Methods
- Issue Date
- 2014-11-28
- Keywords
- -
- Citation
- -
- Source
- -
- Journal Title
- -
- Volume
- 21
- Number
- 6
- Start Page
- 539
- End Page
- 559
- DOI
- ISSN
- 22877843
Abstract
We derive the exact distribution of summation for random samples from uniform distribution and then compare the exact distribution with the approximated normal distribution obtained by the central limit theorem. To check the similarity between two distributions, we consider five existing normality tests based on the difference between the target normal distribution and empirical distribution: Anderson-Darling test, Kolmogorov-Smirnov test, Cramer-von Mises test, Shapiro-Wilk test and Shaprio-Francia test. For the purpose of comparison, those normality tests are applied to the simulated data.
It can sometimes be difficult to derive an exact distribution. Thus, we try two different transformations to find out which transform is easier to get the exact distribution in terms of calculation complexity. We compare two transformations and comment on the advantages and disadvantages for each transformation.
- 전남대학교
- KCI
- Communications for Statistical Applications and Methods
저자 정보
| 이름 | 소속 |
|---|---|
| 정재식 | 통계학과 |