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Tests for normally distributed errors 

Ben Lambert
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This video explains the intuition behind three of the common tests for normality: the Jarque-Bera test, Shapiro-Wilk and Kolmogorov-Smirnov tests. Check out ben-lambert.co... for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: ben-lambert.co... Accompanying this series, there will be a book: www.amazon.co....

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4 сен 2024

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Комментарии : 15   
@jimmyyiu5219
@jimmyyiu5219 5 лет назад
I can always find a heloful video whenever I encounter a problem about Econometrics, thx a looooooot!
@giancarlosanchez4171
@giancarlosanchez4171 5 лет назад
Great explanations, +100 internet points for you
@ilianotin1035
@ilianotin1035 4 года назад
Regarding the line angle in the Shapiro-Wilk test: it will be 45 degrees only if we have normalized sample, right?
@alexa-lv6di
@alexa-lv6di 3 года назад
but how do we calculate the test statistic for the jarque bera
@alexa-lv6di
@alexa-lv6di 3 года назад
* critical values
@saynaislamdibasaynaislamdi8875
Thank you
@sankalp6872
@sankalp6872 3 года назад
Should we even bother with Normality tests if the sample size is greater than 30?
@totochandelier
@totochandelier 4 года назад
why doing kolmogorov if sample size is N is great ? we ve seen in the previous video that normality was only necessary when samples were small.
@mustafizurrahman5699
@mustafizurrahman5699 5 месяцев назад
Awesome
@asdfghjkl12904
@asdfghjkl12904 6 лет назад
Thanks a lot :)
@rareclassicmovies6429
@rareclassicmovies6429 10 лет назад
what is CDF? thanks
@sami-samim
@sami-samim 7 лет назад
Cumulative Distribution Function (CDF) Integrate PDF (probability density function) and you will get CDF. Differentiate CDF and you will get PDF.
@angelabright8645
@angelabright8645 6 месяцев назад
Great❤🎉
@mastahid
@mastahid 8 лет назад
normality is an assumption... it is the average of the sample
@NhatLinhNguyen82
@NhatLinhNguyen82 8 лет назад
+Tahido 4 real Are you talking to yourself?
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