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"""
Test Normality
==============
"""
# %%
# Normal fitting test using the Henry line
# ----------------------------------------
#
# In this paragraph we perform a visual goodness-of-fit test for a univariate
# Normal distribution using the Henry line test, which is the QQ plot adapted
# for Gaussian distributions.
# %%
import openturns as ot
import openturns.viewer as otv
# %%
# We first create the data :
distribution = ot.Normal(2.0, 0.5)
sample1 = distribution.getSample(100)
# %%
# We draw the Henry line plot and expect a good fitting :
graph = ot.VisualTest.DrawHenryLine(sample1)
view = otv.View(graph)
# %%
# For comparison sake e draw the Henry line plot for a Beta distribution. The result is expected to be bad.
sample2 = ot.Beta(0.7, 0.9, 0.0, 2.0).getSample(100)
graph = ot.VisualTest.DrawHenryLine(sample2)
view = otv.View(graph)
# %%
# Normality tests
# ---------------
#
# We use two tests to check whether a sample follows a Normal distribution :
#
# - the Anderson-Darling test
# - the Cramer-Von Mises test
#
# %%
# We first generate two samples, one from a standard unit Gaussian and another from a Gumbel
# distribution with parameters :math:`\beta = 1` and :math:`\gamma = 0`.
sample1 = ot.Normal().getSample(200)
sample2 = ot.Gumbel().getSample(200)
# %%
# We test the normality of the sample. We can display the result of the test as a yes/no answer with
# the `getBinaryQualityMeasure`. We can retrieve the p-value and the threshold with the `getPValue`
# and `getThreshold` methods.
# %%
test_result = ot.NormalityTest.AndersonDarlingNormal(sample1)
print(
"Component is normal?",
test_result.getBinaryQualityMeasure(),
"p-value=%.6g" % test_result.getPValue(),
"threshold=%.6g" % test_result.getThreshold(),
)
# %%
test_result = ot.NormalityTest.AndersonDarlingNormal(sample2)
print(
"Component is normal?",
test_result.getBinaryQualityMeasure(),
"p-value=%.6g" % test_result.getPValue(),
"threshold=%.6g" % test_result.getThreshold(),
)
# %%
test_result = ot.NormalityTest.CramerVonMisesNormal(sample1)
print(
"Component is normal?",
test_result.getBinaryQualityMeasure(),
"p-value=%.6g" % test_result.getPValue(),
"threshold=%.6g" % test_result.getThreshold(),
)
# %%
test_result = ot.NormalityTest.CramerVonMisesNormal(sample2)
print(
"Component is normal?",
test_result.getBinaryQualityMeasure(),
"p-value=%.6g" % test_result.getPValue(),
"threshold=%.6g" % test_result.getThreshold(),
)
# %%
# Display all figures
otv.View.ShowAll()
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