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Archives: December 2015

Goodness-of-Fit Testing with SQL Server, part 3.2: D’Agostino’s K-Squared Test

By Steve Bolton

…………In the last edition of this amateur series of self-tutorials on goodness-of-fit testing with SQL Server, we discussed the Jarque-Bera Test, a measure that unfortunately doesn’t scale well on datasets of the size that DBAs are accustomed to using. The problem is not with the usefulness… Read more

2 comments, 1,887 reads

Posted in Multidimensional Mayhem on 21 December 2015

Goodness-of-Fit Testing with SQL Server, part 3.1: Skewness, Kurtosis and the Jarque-Bera Test

By Steve Bolton

…………In the last installment of this series of amateur self-tutorials on using SQL Server to identify probability distributions, we saw how devices like probability plots can provide simple visual confirmation of a dataset’s shape. I considered doing a quick detour into Q-Q plots, but decided against… Read more

0 comments, 1,082 reads

Posted in Multidimensional Mayhem on 2 December 2015