Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
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The Role of the Anderson-Darling Test in Assumption Testing
What exactly is an Anderson-Darling test? Testing for normality is often the first step in analyzing your data. Many statistical tools you might use have normality as an underlying assumption. If you ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
An expression is derived for the null density of the Bartlett test statistic for testing equality of variances of n normal populations, when random samples not necessarily of the same size are taken.
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