"Parameters Elimination Method" Goodness-Of-Fit test for normality
Project description
PEM test library
Installation
pip install pemtest
What is PEM test?
When performing data analysis, sometimes people come across a problem of checking null hypothesis for normality without knowing parameters of the distribution. In this case we should use tests like "Parameters Elimination Method". PEM test allows us to get rid of
mu
andsigma^2
and move from performing a test for normality to performing a test for uniform distribution with parameters 0, 1.
Looks hard. Will there be any further explanation?
Yes. You can read full documentation on the algorithm based on PEM test here.
Are there any examples?
Yes, here's an interactive notebook with examples: https://colab.research.google.com/drive/15SR2hJpejqQ8G-I0SXk-WZMZUpsbUdAC?usp=sharing
Who is the author of this method?
turkunov @ Github (me) based on the research done by Sarkadi K. in "On testing for normality" (1960) [p. 269-275].
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