Exploratory Data Analysis
1.3. EDA Techniques
1.3.6. Probability Distributions
188.8.131.52. Tables for Probability Distributions
|How to Use This Table||
This table contains the critical values of the normal probability
plot correlation coefficient (PPCC) distribution that are appropriate
for determining whether or not a data set came from a population with
approximately a normal distribution. It is
used in conjuction with a normal probability
plot. The test statistic is the correlation coefficient of the
points that make up a normal probability plot. This test statistic
is compared with the critical value below. If the test statistic
is less than the tabulated value, the null hypothesis that the data
came from a population with a normal distribution is rejected.
For example, suppose a set of 50 data points had a correlation coefficient of 0.985 from the normal probability plot. At the 5% significance level, the critical value is 0.9761. Since 0.985 is greater than 0.9761, we cannot reject the null hypothesis that the data came from a population with a normal distribution.
Since perferct normality implies perfect correlation (i.e., a correlation value of 1), we are only interested in rejecting normality for correlation values that are too low. That is, this is a lower one-tailed test.
Critical values of the normal PPCC for testing if data come from
a normal distribution
N 0.01 0.05