[R] Re: R: log-normal distribution and shapiro test

[Vito Ricci]

Dear Siegfried,

you could find fBasics at this web address:

http://cran.at.r-project.org/src/contrib/Descriptions/fBasics.html

it includes skewness() and kurtosis() function.

I usually run R on WIN 2000 and I don't know MAC!

I can suggest to use Kolgomorov-Smirnov test to test
whether the data would fit to a gamma-distribution
 
? ks.test 

and this web page for theory about ks test:

http://www.itl.nist.gov/div898/handbook/eda/section3/eda35g.htm

Having mean and median quite similar don't mean it's a
normal distribution, but, maybe, could be only a
simmetric distribution!

Best
Vito

 --- Siegfried Gonzi
<siegfried.gonzi at stud.uni-graz.at> ha scritto: 
> Hi:
> 
> Thanks for your answer.
> 
> Do you know how to test whether the data would fit
> to a gamma-distribution?
> 
> How can I call fBasics?
> 
> Note: I installed R-language on my Macintosh today;
> I have used the 
> binary -- pre compiled -- package.
> 
> Some of the R-help facilties do not function on my
> Mac.
> 
> Again to my data: How can I compute the skew? I
> think I lack some basic 
> packages - right?
> 
> The curious things actually is that the median and
> the mean are quite 
> similar, e.g. 0.19 and 0.2 respectively; the skew is
> about 1.0 (I 
> calculated the skew by my own computer code in
> Bigloo).
> 
> The problem actually is: my boss expects from me
> that I make some tests; 
> personally I am a bit generous and everything is a
> Gaussian or 
> log-Gaussian distribution, because how can I be sure
> that the underlying 
> data to not have any serious flaws? Statistics is
> black art - right?
> 
> Regards,
> S. Gonzi
> 
> 
> 
> Vito Ricci wrote:
> 
> >Hi,
> >
> >from what you're writing:
> >"The logaritmic transformation
> >"shapiro.test(log10(y))" says: W=0.9773, p-value=
> >2.512e-05." it seems the log-values are not
> >distributed normally and so original data are not
> >distributed like a log-normal: the p-value is
> >extremally small!
> >
> >Other tests for normality are available in package:
> >nortest
> >
> >compare the log-transformation of your ecdf with
> >normal cdf: see ? ecdf
> >
> >use qqnorm and qqplot
> >
> >did you calculate skewness and kurtosis? see in
> >package fBasics.
> >
> >I remember to you that the log-normal distribution
> as
> >three parameters: shape parameter, location
> parameter
> >and scale parameter. Transfroming by the simple
> log,
> >you are missing the location parameter, or
> implicitely
> > you assuming is =0.
> >
> >See:
>
>http://www.itl.nist.gov/div898/handbook/eda/section3/eda3669.htm
> >for more news about log-normal distribution.
> >
> >I hope I give you a little help.
> >Best
> >Vito
> >
> >
> > 
> >
> >you wrote:
> >
> >Hello:
> >
> >Yes I know that sort of questions comes up quite
> >often. But with all due 
> >respect I din't find how to perform what I want. I
> am
> >searching archives 
> >and bowsing manuals but it isn't there, though, it
> is
> >a ridiculous 
> >simple task for the experienced R user.
> >
> >I have data and can do the following with them:
> >
> >==
> >hist(y, prob=TRUE)
> >lines(density(y,bw=0.03)
> >==
> >
> >The result actually is a nice histogram
> superimposed
> >by a line plot.
> >
> >The histogram is a bit skewed to the left. My
> >assumption actually is 
> >that a log-normal transformation would cure the
> >problem. But how the 
> >hell can one plot such a density function or
> Gaussian
> >function which has 
> >logarithmic scales on x axis.
> >
> >For example I tried:
> >
> >==
> >plot(hist(y),log="x")
> >
> >or
> >
> >plot(hist(log10(y)),log="x")
> >==
> >
> >But with no avail. I want  my axis like: 1,10,100
> >
> >
> >
> >What would be other methods to test whether the
> data
> >are logaritmically 
> >distributed.
> >
> >A last question to the Shapiro-Wilk test. Were can
> I
> >get critical 
> >parameters? I mean I get for my distribution:
> >W=0.9686, p-value=6.887e-07.
> >What does that mean? Yes I have got some books
> about
> >statics, but none 
> >of them says what one should do with the values
> then.
> >The logaritmic 
> >transformation "shapiro.test(log10(y))" says:
> >W=0.9773, p-value= 2.512e-05.
> >
> >Sorry for disturbing you. Although, it is really no
> >homework. I need it 
> >for my Phd in physics; after a lengthy computation
> on
> >the computer I 
> >would like to go to see whether the outputs are
> >log-normal or normal 
> >distributed.
> >
> >Regards,
> >Siegfried Gonzi
> >==
> >University of Graz
> >Institute for Physics
> >Tel.: ++43-316-380-8620
> >
> >=====
> >Diventare costruttori di soluzioni
> >Became solutions' constructors
> >
> >"The business of the statistician is to catalyze 
> >the scientific learning process."  
> >George E. P. Box
> >
> >
> >Visitate il portale http://www.modugno.it/
> >e in particolare la sezione su Palese
> http://www.modugno.it/archivio/cat_palese.shtml
> >
> >
> >		
> >___________________________________ 

> >
> >
> 
> 
> 
>  

=====
Diventare costruttori di soluzioni
Became solutions' constructors

"The business of the statistician is to catalyze 
the scientific learning process."  
George E. P. Box


Visitate il portale http://www.modugno.it/
e in particolare la sezione su Palese http://www.modugno.it/archivio/cat_palese.shtml