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P value in excel
Hi,
Is there a method/code to find out the p value in excel. I have 30 or more data points and i wish to find out is the data normal or not based on the p value. Same can be done in Minitab, please help me doing same in excel. Thansk! Gaurav |
#2
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P value in excel
Read the wikpedia webpage below 'Normal distribution - Wikipedia, the free encyclopedia' (http://en.wikipedia.org/wiki/Normal_distribution) Read sections 1) Standardizing normal random variables 2) Moments 3) And at the top of the webpage : (variance: σ2 ) The p value is based on sigma square as shown in the table i the Moments Section above. depending on the momentum you want (p value) it is simply a function of sigma. You need to calculate sigma. Again, sigma square is the "variance" which you can calculate with functions in excel. =VAR(A2:A11) -- joel ------------------------------------------------------------------------ joel's Profile: 229 View this thread: http://www.thecodecage.com/forumz/sh...d.php?t=180334 Microsoft Office Help |
#3
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P value in excel
Gaurav or Boss -
One approach is to use a chi-square goodness-of-fit test. There's no built-in wizard for goodness-of-fit in Excel, so you have to set it up yourself and then use Excel's CHIDIST worksheet function to get the p-value. For examples, use Google or your favorite search engine to look for "excel goodness-of-fit test" (without the quotes). - Mike http://www.MikeMiddleton.com "Boss" wrote in message ... Hi, Is there a method/code to find out the p value in excel. I have 30 or more data points and i wish to find out is the data normal or not based on the p value. Same can be done in Minitab, please help me doing same in excel. Thansk! Gaurav |
#4
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P value in excel
Gaurav,
The Anderson-Darling goodness of fit test is most commonly used to determine if a sample of data fits a Normal distribution (or more accurately, it will tell you if it is unlikely that it does not!). This array formula will calculate the Anderson-Darling goodness of fit result (A^2) for a normal distribution for a sample of data in named range "AD_Data": =-ROWS(AD_Data)-SUM((ROW(OFFSET($A$1,0,0,ROWS(AD_Data),1))*2-1)*(LN(NORMDIST(SMALL(AD_Data,ROW(OFFSET($A$1,0,0, ROWS(AD_Data),1))),AVERAGE(AD_Data),STDEV(AD_Data) ,TRUE))+LN(1-NORMDIST(LARGE(AD_Data,ROW(OFFSET($A$1,0,0,ROWS(AD _Data),1))),AVERAGE(AD_Data),STDEV(AD_Data),TRUE)) ))/ROWS(AD_Data) This is an array formula, so hold Ctrl+Shift as you enter it. This formula gives the raw test result. You will most likely need to adjust the result to compensate for sample size. You then need to compare it with the critical test value for the alpha/power that you require. Different sample size adjustments and critical values are published. More details he http://www.itl.nist.gov/div898/handb...on3/eda35e.htm It is possible to obtain a p-value from the test result, but I have never managed to find how this is done (not just a chisqr test etc.). Pehapse someone else can assist here... Cheers, Dave "Boss" wrote: Hi, Is there a method/code to find out the p value in excel. I have 30 or more data points and i wish to find out is the data normal or not based on the p value. Same can be done in Minitab, please help me doing same in excel. Thansk! Gaurav |
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