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[ 290 ] PROPERTIES OF DISTRIBUTIONS RESULTING FROM CERTAIN SIMPLE TRANSFORMATIONS OF THE NORMAL DISTRIBUTION BY J.

DRAPER
University College, London
1. INTRODUCTION

1 1. Preliminary remarks This paper is concerned with some aspects of the systems of frequency curves proposed by Johnson (H)49). The central idea in these systems is to transform the variable under consideration so that the transformed variable has a normal distribution; normal tables could then be used for the fitting of a frequency curve to the distribution of the variable. 1-2. Outline of system Tt is supposed that the variable x is transformed to the unit normal variable z by means of
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(1) where y, 8, E, and A are parameters and / is a simple function of no variable parameters. Three forms of/ are used. (a) Iff is a natural logarithm, we are in effect using only three parameters instead of

-i),

(2)

and the (/?],/?2) points of these 'log-normal' curves are restricted to lie on a line in the /?j,/?s-plane. This marks the dividing line between the two main systems used. It is noted that x > , so that the log-normal or SL curves are bounded at one end and infinite at the other. (6) The transformation z = y + 8H\nh-1\(x-)IA] = y + where .y = (*-f)M, tfsinh-'.y, (3) (4)

provides a system of curves whose (/?j,/?s) points completely cover that part of the fix. /72-plane 'l>elow' the log-normal line, i.e. that area covered by Pearson Types IV, V, VII and part of Type VI. These curves have infinite tails and are termed the unbounded or S'r system. (c) The transformation z = y + 8\og[(x-)l( + A-x)] = y + 8log\yl(l-y)) (5) provides a system of curves whose (fa, fit) points cover that part of the fit, /?j-plane between the log-normal line and the boundary, fi2 -fix 1 = 0, of possible frequency distributions, i.e. the area covered by Pearson Types I, II, III, and part of Type VI. We see that < x < + A or 0 < y < 1, so that these curves are bounded at each end, and termed the bounded or S'W system. These three systems of curves Sr, Sv and SB together cover the entire ' possible' region of the filt /ys-plane.

J. DRAPER

291

While these systems of curves can be employed for fitting observational frequency distributions (some examples will be given of this application), they are perhaps of greater value in representing sampling distributions for which certain moments only are known. The S{j system seems likely to prove useful in these cases as an alternative to the Pearson Type IV curve which, comparatively, is more difficult to handle. Investigations in progress in the Department of Statistics, University College, London, indicate that Sy curves fit certain sampling distributions remarkably well. As an example, we show the results of employing this curve to represent the distribution of non-central t, used in determining the power function of the t-test. If y is a normally distributed variable with expectation zero and variance crj, and if s\ is an independent mean-square estimate of o~\ based on v degrees of freedom, then V = (y + A)/3u follows the non-central ^-distribution, which depends only on v and the ratio A/<xv. Each of the approximate results shown below was obtained from a separate Sv distribution having the correct first four moments of the appropriate noncentral t. The table shows the chance of establishing significance at the 2^ % level (singletailed test) when v = 9, for eight different values of
Power of t-test with, 9 degrees of freedom* Approximate A/a, True power valuo 0-350 0050 0050 0-756 0-100 0100 1-605 0-300 0-296 2-195 0-500 0-600 2-789 0-700 0-703 3-651 0-900 0-904 4066 0-950 0-951 4-849 0-990 0-987 * I am indebted to Mr K. Dennis of the Department of Statistics, University College, London, for allowing me to quote these results. 1-3. Scope of present paper
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In this paper we are chiefly concerned with the problem of estimating the parameters y, S, and A from the observed moments. Once the four parameters are known, values of the probability integral corresponding to given values of x can easily be obtained using tables of natural logarithms or hyperbolic sines, and the normal probability function. Calculation of the parameters of a log-normal curve presents no difficulty using the first three moments of the distribution of x. In Johnson's paper, the parameters of an Sv curve were found using an abac. In the present paper, simple approximate algebraic expressions are found to give the parameters in terms of the first four moments of the observed variable for SL, curves. Certain other aspects of Sv curves are also considered. A similar investigation has been carried out for SB curves using methods outlined in 3. It is hoped to publish fuller details of the results of this work in a later paper.
2. FITTING SV CURVES

2-1. Introduction Johnson (1949, pp. 163-4) deals with the moments of the.S',,, curves. From (3) we see that
'Y dz,

292

Properties of transformed normal distributions

from which it follows that the first four moments of y are

/*3 = - w(w - l f {w(co + 2) sinh 3Q + 3 sinh Q}, ^ 4 = ( w - 1)2 {(oZ((O* + 2W3 + 3W2 - 3) cosh 4ti + 4w(w + 2) cosh 2Q + 3(2w + 1)}, where w = e*~\ ft

(o)

Johnson computed extensive series of values of fix and /?, for varying y and #, and plotted an abac showing the lines on which 8 = constant and y = constant in the filt y?,-plane. The abac covers that part of the plane given by 0<fit< 1-2, 3-0</?2<5-0, although a more extensive one is available (Johnson, 1948). In fitting a curve, values of y and 8 could be read off from the abac corresponding to the flx and fis ratios of the observed variable. fi'i(y) and o~(y) could then be computed from (6), and as we see from (4) that o-(x) = \cr{y) and ti{x)
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E, and A could be found using the first two moments of the observed variable. It was felt that an algebraic method of finding y and 8 would be preferable to this diagrammatic method because: (a) visual interpolation is necessary with its attendant inaccuracies; (b) mistakes can easily be made in reading along the diagonal lines of the abac (Johnson's fourth example (p. 171) gives 8 = 3-55, y = 2-13 whereas the correct values as read from the abac are 8 = 3-40, y = 1-70). The ideal method of determining y and S would be to invert expressions (6) to give co and Q. in terms of /?j and /?8, but as this was found impracticable simple expressions for y and 8 were sought empirically.

2-2. Approximate formula for 8


It is seen from the abac that the lines 8 = constant are almost straight and parallel. Hence for each 8 = constant, /?2 3 -TO/?,is approximately constant whatever the value of Q, whereTOis the common slope of the lines. A mean value of m = 1-376 has been taken. Consequently there is an approximate functional relationship between 8and 0 = p% 3 l-376/?j independent of }. The form of the graph of 8 plotted against 6 suggested the transformation (o = e*~* to obtain a straight line. The graph resulting from this transformation is slightly curved, however, so that a parabola was needed to describe the points adequately. The curve fitted is . = 1 + 0 . 2 2675^-0-02525^, (7) where o) = e'~* and 6 = p%- 3 - 1-376^. Hence $ = (logw)~* is immediately available.

2-3. Approximate formulae for y


The lines Q = constant of the abac are almost straight and pass through the point (yffj = Q,fls = 3). This suggests that for each line Q = constant,

is approximately constant, whatever the value of 8. Therefore there is an approximate functional relationship between Q and <j>. Values of <f> were measured from the abac and

J. DRAPER

293

plotted against ft. The shape of this graph suggested the use of log{0o/(0o <j>)}, where <f>0 is the approximate value of <j> on the log-normal line. (Note that dCl/cUp = oo at <f> = <f>0.) The graph of Q plotted against log {0o/(0o ~ 0)} ^ adequately described by a straight line for the range of values 0-2 < ii < 1-5, i.e. 01 < <j> ^ 0-52. Below this range, i.e. for <f> < 0-1, a simple power curve was fitted to the points of Q plotted against <f>. Above this range, i.e. for (j> > 0-52, (fllt fit) points lie almost on the log-normal line and in practice a log-normal curve would be fitted. Hence we have: for ftj(fit- 3)^0-1, ii = O-77390-M73;
Q = 0-1456 + 0-4436 log, {<t>0l(<f>0-</>)}, where <j> = A / ( A - 3 ) , 0 o = O-545; for 0-52 <fi1l(fit 3), fit a log-normal curve. Having found 8 previously, we immediately have = 80..

(8)
(9)

for 0-1 < &/(/?, - 3) 0-52, ^ S

2-4. Verification oj results To check the accuracy of formulae (7), (8) and (9), various values of co and Q were taken and the corresponding values of fil and /?2 for each pair of values calculated from
Pl

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_ w(o> - 1) {<D(O> + 2) sinh 3Q + 3 sinh Qtf 2(a>cosh2Q+l) 3 ' 2(wcosh2ii+l)* '

^8~

These values were substituted back in (7), (8) and (9) to obtain the estimates w and Q. A few of the results, together with the corresponding values of fit and /?a, are given in Table 1. Table 1
to 11 1-3 0-0400 4-6744 1-3010 0-1003 0-8216 5-7728 1-3044 0-4936 20628 7-5623 1-3160 0-9306 1-5 0-0835 6-4038 1-4726 01017 1-6719 8-7534 1-4820 0-4836 4-0282 12-3118 1-4961 0-8459

n
Ol

fix

0-5

fir fit < D

n
10

fir fit
a)

Ci

00103 3-4660 10953 0-0973 0-2182 3-7386 10946 0-4921 0-5758 4-2268 10938 10214

It is noted that for the majority of curves met in practice the estimates < and Q are good, u but that for large values of Pl and /?, the error in Q is considerable. The reason for this is that the points involved fall well outside that area of the /?1(^j-plane covered by the abac, and the lines 8 = constant and Q = constant are here distinctly curved. Hence the straightline approximation is invalidated.

294

Properties of transformed normal distributions

It might also be noted here that in practice even fairly large errors in y and d do not affect fitted frequencies appreciably, so long as the values of and A calculated from the first two moments are accurate.. Correction factors to be added to <o and Q were obtained empirically and are given in the
A,

next section. They are such that the new estimates <0' and Q' are accurate to at least two figures for the range of values covered.
a* -- to *C

Grid to show correction to be added to u >

1
i

0KM

<3

o
to ad
u s

1 i

1-1

1-2

1-3

1-4
/

I I / 1-5
y

K
o

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s
-0KM

>

Fig. 1. System Sa. 2-5. Summary of results

To estimate S where

r = 1 + 0-226750- O-O252502, O
A _

(7 bis)

Correction Em to be added to w to give o>' is obtained from Fig. 1. Then 8' = (log^w')"*. For values < 1-2, t'Y is correct to three figures; for greater values it is correct to two figures. To rsfiinale y
(i) For /?,/(/?,- 3) < 0-1, or Cl = 0-7739^-M73, log10 h = - 0-1113 + 0-5473 log l o 0, J (8 bis)

where

O = y/(J, <fi = ft\l(fit~^)-

No correction is needed; 12 correct to two figures, (ii) For 0-1 < fill(Pi - 3) $ 0-52, Q = 0-1456+ 0-4436 log,. {^0/(^0 - 0)}, " I = 0 1 4 5 6 + l-O214log lo {$4 o /(0 o -^)},l where
A

(9 bis)

<j>0 = 0-545.
A

Corrections En to be added to fl to give 12' are as follows: (a) Forfi<0-5, EiKl = (-0-1800+1-182512-l-7422Q s ) + w(0-0545-0-4938li + 0-8713n1). (10)

J. DRAPER (6) For Q ^ 0-5, Eni = (-0-3066+l-4775f2-l-8197Q i! )+tt(0-3567-l-5438fi+l-7600Q 1 ). 12' correct to two figures. (iii) For 0-52</?1/(/?2 3), a log-normal curve is fitted.
.A.

295 (11)

Then y = 80!. and A are calculated as indicated previously. It must be noted that these formulae cannot be applied to all values of /?x and /?,. They can be used well outside the range of values of fix and /?2 covered by the original abac (/?! ^ 1-2, 3-0 < fit < 50), but have been checked only in that region considered most likely to be met in practice. The limits for estimating ii are indicated in formulae (8) and (9). Formula (7), to estimate S, has only been checked for to < 1-5 and should not be used for values greater than this, i.e. as = 1-5 corresponds to a mean estimate of oi = 1-4854, we must apply the limit ,-4854^ 1 +0-226750-0-025250* or d2 -8-9802(9 + 19-224^0,
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and as 0 = fit - 3 1-376/?!, this gives Pt- 1-376^ < 6-52. (12) Outside this limit formula (7) should not be used. It is noted that to employ the correction formulae (10) and (11), 10 is assumed known. Hence w will have to be estimated first from (7) and corrected using Fig. 1 before the corrected estimate of Q. is found. 2-6. Examples The same data are used in these examples as were used by Johnson. These distributions of length and breadth of beans were originally fitted by Pretorius (1930) with Pearson Type IV curves. The distribution of bean length (Table 2) falls off so steeply at the upper terminal that the method of moments will in this case only provide a first approximation to the parameters. The example, however, illustrates the procedures described in the earlier sections. Example 1. Length of beans The constants of the observed data are: Mean = 14-399mm.; ^ = 0-829. Standard deviation = 0-9036mm.; /?s = 4-863. Now 6 = / ? 2 - 3 - 1-376& = 0-722. Hence from (7), oi = 1+0-22675/9 -O-O252508 =1-15, and therefore S = 2-67. Also 4> = /?!/(/?, - 3) = 0-445. Hence from (9), Q = 0-1466+ l-O214loglo{O-545/(O-545-0)} = 0-90, and therefore From (6) we calculate whence y = SO. = 2-40. <f{(x-)/*.} = - 1-0976, <r(z/A) = 0-5861,

A = 0-9036/0-5861 = 1-5416, = 14-399 + 1-6921 = 160911.

296

Properties of transformed normal distributions

An Sv curve was fitted to the data using these unconnected values of the parameters. The fit was not expected to be good without making corrections to the estimates of y and 8, but the example is given to illustrate the procedure. For comparison, the values obtained using the abac are <J=2-64, y=2-38, A = 1-5192, g = 160745. Also for comparison we give the values of ftx and /?2 obtained by substituting in (6) the values of y and 8 obtained both from the formulae (7) and (9) and from the abac.
y Observed Formulae Abac 2-67 2-64 2-40 2-38 0-829 0-808 0-855 4-863 4-813 4-871

A,

Table 2 shows the observed frequencies, the frequencies calculated from the fitted Sv curve both by abac and by formulae, and the frequencies calculated for the Type IV curve fitted by Pretorius. Table 2. Length of beans
Length (central values in mm.) <9-25 9-5 10-0 10-5 110 11-5 120 12-5 130 13-5 140 14-5 15-0 15-5 160 16-5 170 > 17-25 Total X*(total) X* (partial)* Observed frequencies 1 7 18 36 70 115 199 437 929 1787 2294 2082 1129 275 55 6 9440 So (formulae) 2-5 2-6 5-5 11-7 25-2 54-3 1170 247-7 607-8 9710 1640-7 2236-7 2128-3 1157-2 296-0 33-6 21 01 9440 69-9 52-2 Ho (abac) 2-6 2-7 5-8 121 25-7 55-2 1180 249-3 508-7 970-6 1642-5 2240-6 2130-3 1151-5 290-1 32-2 2-0\ 01/ 9440 87-1 66-3
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Type IV 1-9] 2-6 11-3 24-2 52-5 113-8 243-7 603-6 968-9 1638-9 2229-8 2132-6 1181-6 299-3 28-51

5-4J

M]
9440 102-5 70-1

* This row showB the contribution to the total x* from groups with length of bean below 16-25 mm.

Example 2. Breadth of beans From the observed distribution: Mean =7-9755 mm.; /9t = 0-1943 /?2 = 3-6544. Standard deviation = 0-3399mm.; Now 6 = fix- 3 - 1-376/?! = 0-387. Hence from (lh o> = 1 + 0-226755- 0-025250* = 1084. From Fig. 1, the correction to be added is 0-OO56. Hence to' = 109 and therefore d' = 3-40.

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297

Also <j> = fiJifti-S) = 0-297. Hence from (9), Q = 0-1456+ 1-0214 log10 {0-545/(0-645-0-297)} = 0-4949. From (10) the correction to be added is ( - 0-1800 + 1-1825Q-1-7422QS) + 1-09(0-0545 - 0-49386+ 0-8713Q2) = -0-0214 + 1-09 x 0-0235 = 00042. Hence fi' = 0-50, and therefore y = 3'iV = 1-70. From (6) we calculate <?{(z-)/A} = -0-54415, <r(x\\) = 0-34809, whence A = 0-9765, = 8-5069. These values of the parameters are exactly the same as found by reading from the abac. Again we compare the observed moment ratios with those obtained by substituting y and 8 in (6):
y
s

P\

Pt

Observed Formulae and abac

1-70

3-40

0-1943 01925

3-6544 3-6530
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Table 3 compares observed frequencies, frequencies of the fitted Sv curve and those of the Type IV curve fitted by Pretorius. Table 3. Breadth of beans
Breadth (centred values in mm.) <6-25
6-375 6-625 6-875 7-126 7-375 7-625 7-875 8-125 8-375 8-625 8-875 9125 >9-25 Total X*

Observed frequencies
4 10 72 170 630 1397 2579 2742 1483 400 48 5 9440

Sv (abac and formula) 1-21


3-5J 13-6 60-7 178-4 667-1 14081 2530-6 2738-6 1515-7 3900 48-8 3-6\ 0-2J 9440 13-63

Type IV
4 B

13-3 49-9 177-2 557-9 1413-3 2530-5 2732-5 1516-4 393-6 48-6 ' 9440 14-36
J U

It is interesting to note that when Johnson originally fitted an Sv curve to the data of Example 2, using incorrect values of S = 3-55 and y = 213, the resulting frequencies were not much different to those obtained using correct parameters, though ^* was increased from 13-63 to 17-47. Hence it seems that for the practical task of graduating given data the prime consideration is the accurate determination of and A from the first two moments. 2-7. Note on akewnesa From equations (6) we see that if y is positive, the inequalities mean < median < mode hold, while if y is negative the direction of the inequalities is reversed. That is to say, y is of opposite sign to the skewness of the curve; y is negative for a positively skew curve and vice
Biometrika 39 20

298

Properties of transformed normal distributions

versa. This is important when substituting values of y and S in equations (6) to obtain n^(y) and <r(y). For a positively skew curve fi[(y) is positive; hence an incorrect value for will be obtained if the wrong sign of y is used. For the SB system the opposite holds, i.e. y is positive for a positively skew curve and vice versa. 2-8. Approximate normalization of the t-distribution Anscombe (1950) has stated that if t follows Student's distribution with n degrees of freedom, the transformed variable

is approximately normal with variance 3/(2ra 1). This is an Sv transformation, so we will compare this form with the result of fitting an Sv curve by moments. If t follows Student's distribution, with n degrees of freedom,

, /M0 = 0, /?8(0 = 3(n-2)/(n-4).


Since fix(t) = 0, y = 0 and hence Q = 0. Putting Y = (-)/A, from (6) we have fia(Y)= $(w-l)(wcosh2Q+l) = i(w*-l), and since nt(t) = X^/i^Y) and ft'^Y) = - w ' s i n h t i = 0,
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fi[(t) = + Aji[(Y), and , = 0.

A2 = 2n/[(n - 2) (w2 - 1)}

Hence the Hy transformation (fitted by moments) applied to t gives the following result:

is approximately normal with unit variance. Applying formula (7) to estimate 8 we have 0 = fiS)~ 1-376^(0-3 = 6/(n-4), and so e''*= w = 1 + 0-22675{6/(?i-4)}-0-02525{6/(n-4)}2.

To compare transformations (13) and (14) we have to compare A8 and Value of A A-> = (n=

2n with 3/(2n-1).

-= logw

(n-2)( / 6 36 \ / 6 36 \ -0-22675-.002525 ( 2 + 0-22675-; 0-02525) 2n \n 4 (n 4) 1 / \ n4 (n 4) 1 /

which is to be compared with Anscombe's value of 3/2n.

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299
X)}-i_

Value of 8 where

= (log w)-i =

{ log

({ +

X = 0-22fi75 n - 4

-0-02525
(/< - 4) 2

2n

0-215

which is to be compared with Anscombe's value of (2n l)/3. More important than these comparisons, however, is the comparison of the percentage points as given by (13) and (14) with the true percentage points as given by the J-distribution. This is easily done, using normal tables and tables of /. Thus we find the following percentage points (two tails), the results obtained by fitting an Sr curve by moments being given under (14), the results obtained by using Anscombe's formula under (13), and the correct values under t.
50 %
5 10 20 30 (14) 0-736 0-696 0-686 0-683 (13) t 0-729 0-727 0-700 0-700 0-687 0-687 0-683 0-683 (14) 1-502 1-371 1-325 1-310

20 %
(13) 1-478 1-372 1-325 1-310 t 1-47(1 1-372 1-325 1-310 (14) 2-HOS 2-2.18 2(188 2-043

5%
(13) 2-536 2-220 2-084 2-041 t 2-571 2-228 2-08(5 2042 (14) 3-995 3189 2-850 2-753

1%
(13) 3-833 3-129 2-836 2-746 t 4-032 3-169 2-H45 2-753
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AH is seen from this table, both (13) and (14) give close approximations to the true values, Anscombe's formula being better in the main part of the distribution and the transformation obtained by fitting an Sv curve by moments being rather better in the tails. Equation (13), of course, can be used for degrees of freedom less than 5, but in this case (14) cannot be used when estimating S by (7), because when n = 4 the & of formula (7) becomes infinite.
3. FITTING 8B CURVES

3-1. Introduction The SB transformation as given in (5) is z = y + (Jlog{y/(l-y)}, where IJ = (x-)/A.

As 2 is a unit normal variable, the rth moment of y about zero is


J(2n)j _

This integral is not easy to evaluate directly; but Johnson has evaluated fi[(y) directly and the higher order moments are found from the relation

The computational labour involved in this method is considerable, and values of the first four moments were calculated for only a few values of y and S. We will now describe a method of calculating moments of .S,, curves using a formula due to Goodwin (1949). The numerical results of calculations based on these formulae will be given in a later paper.

300

Properties of transformed normal distributions

the form

3-2. Moments of the SB system Goodwin (1949) has proposed a quadrature formula for the evaluation of integrals of f

f(x)e-^dx.

J bo

His result is

[" f[x)e-*dx = h i
J an

f(nh)e-*- E{h).

(16)

n oo

If, without loss of generality, it is assumed that/(x) is an even function of x, the error term E{h) is given by E(h) = 2e-"W f(y - in/h) e~v* dy.
J -co

This error term takes a very simple form if we assume that its main contribution comes from the neighbourhood of y = 0; in this case E(h) = 2Jn e-'/*7(t7r/A). (17)

This will seriously underestimate the error term only if/(x) tends rapidly to infinity with x. We see that formula (16) is immediately applicable to the evaluation of SB moments if we put (15) in the form .^ \ ^(i+^yv^l)^d (18) where J2w = 2 and (1 +&-Viu")-r ^ =f(w), i.e. applying (16) we have r"*'-^) (19)

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where ET(h) is the error term for the rth moment. Now/(u>) of (18) is an odd function of w; so for the evaluation of ET(h) we consider F(w) = \(f(w) +f( w)) instead off(w). F(w) tends to | as w tends to infinity and therefore we may apply (17). Hence the error term of (19) assumes the form Er(h) = e -'/{( 1 + e**y-^v*)-r + (1 + ^hr+vt uvih^-rj We are interested in the first four moments and for r = 1,2, 3,4, Er(h) can be expreseed as Er(h) = 2e~'i^CrIDr (r = 1,2,3,4). where D = 1 + 2er cos ^2 n/Sh + e*?",
C2 = 1 + 2& cos V2 TT/<JA + eaW cos 2 V2 TT/IJA,

6'3 = 1 + 3ev" cos V2 n/Sh + 3 e^/a cos 2 V2 7r/*A + e3''" COS 3 V2 TJ-/JA, Ct = 1 + 4ey" cos V2 7r/*A + 6 e^" cos 2 V2 TT/JA + 4e 3 ^ cos 3 V2 7r/5A + e**' cos 4 V2 7r/ We see that >(A) tends rapidly to zero with h, and in fact for the values of A actually used in evaluating moments it was negligible. 3-3. Bimodcd boundaries Johnson has found the necessary and sufficient conditions for an 8B curve to be bimodal. They are <J< 1/^2, \y \ < [ v /(l-2 < ?)-2(J 8 tanh- 1 V(l

J. DRAPER

301

Using the second condition and replacing the inequality by an equality sign, pairs of values of y and S were found, and the corresponding values of ft{, <r,fi1and fit computed using the quadrature formula (19). These figures were used to plot the line in the fiv/?g-plane 'above' which SB curves are bimodal; this is shown in Fig. 2. For comparison, the same figure also showB, as a broken line, the curve 'above' which Pearson Type I curves are U-shaped and the curve 'above' which all continuous distributions are bimodalthe 'absolute bimodal boundary'which has been discussed by Johnson & Rogers (1951). Sole of ft
1-6 ) 1 0*2 1 0-6 1
1

0-8 1

1-0 1

V 1

1-8 \ 2-0

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2-4 -

\ ^

2. -

V_ Pearson

^"v^^

2-8 1 1

Fig. 2. Bimodal boundaries. REFERENCES ANSCOMBE, F. J. (1950). J.R. Statist. Soc. 113, 228. GOODWIN, E. T. (1949). Proc. Camb. Phil. Soc. 45, 241. JOHNSON, N. L. (1948). Ph.D.. Thesis, Univ. of London (unpublished). JOHNSON, N. L. (1949). Biomeirika, 36, 149. JOHNSON, N. L. & ROGERS, C. A. (1951). Ann. Math. Statist. 22, 433. PRETORIUS, 8. J. (1930). Biometrika, 22, 109.

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