Rankit

Dina statistik, rankits titik data tina susunan data nu ngandung jejer skalar sederhana nyaéta nilai ekspektasi tina order statistik dina standar  sebaran normal corresponding to data points in a manner determined by the order in which the data points appéar.

This is perhaps most réadily understood by méans of an example.  If an i.i.d. sample of six items is taken from a kasebar normal population with nilai ekspektasi 0 and varian 1 and then sorted into incréasing order, the expected values of the resulting order statistics are:

Suppose the numbers in a data set are

 65,  75,  16,  22,  43,  40.

The corresponding ranks are

 5,  6,  1,  2,  4,  3,

i.e., the number appéaring first is the 5th-smallest, the number appéaring second is 6th-smallest, the number appéaring third is smallest, the number appéaring fourth is 2nd-smallest, etc.  One réarranges the expected normal order statistics accordingly, getting the rankits of this data set:

A graph ploting the rankits on the horizontal axis and the data points on the vertical axis is a rankit plot or normal probability plot.  Such a plot is necessarily nondecréasing.  In large samples from a normally distributed population, such a plot will approximate a straight line.  Substantial deviations from straightness are considered evidence against normality of the distribution.

The word rankit was introduced by the statistician Chester Bliss (not to be confused with the politician Chester Bliss Bowles).

Kategori:Statistika