_p_value#

normtest.filliben._p_value(statistic, sample_size)[source]#

This function estimates the probability associated with the Filliben Normality test [1].

Parameters:
statisticfloat (positive)

The test statistic;

sample_sizeint

The sample size. Must be equal or greater than 4;

Returns:
p_valuefloat or str

The probability of the test;

See also

fi_test

Notes

The test probability is estimated through linear interpolation of the test statistic with critical values from the Filliben test [1]. The Interpolation is performed using the scipy.interpolate.interp1d() function.

  • If the test statistic is greater than the critical value for \(\alpha=0.995\), the result is always “p > 0.995”.

  • If the test statistic is lower than the critical value for \(\alpha=0.005\), the result is always “p < 0.005”.

Warning

The estimated \(p_{value}\) may not be accurate as it is calculated using linear interpolation.

References

[1] (1,2)

FILLIBEN, J. J. The Probability Plot Correlation Coefficient Test for Normality. Technometrics, v. 17, n. 1, p. 111-117, 1975.

Examples

>>> from normtest import filliben
>>> p_value = filliben._p_value(0.98538, 7)
>>> print(p_value)
0.8883750000000009