solution

a Generate samples of size 25, 50, and 100 from a normal distribution. Construct probability plots and hanging rootograms. Do this several times to get an idea of how probability plots behave when the underlying distribution is really normal.

b Repeat part (a) for a chi-square distribution with 10 df.

c Repeat part (a) for Y = Z/U, where Z  N(0, 1) and U  U[0, 1] and Z and U are independent.

d Repeat part (a) for a uniform distribution.

e Repeat part (a) for an exponential distribution.

f Can you distinguish between the normal distribution of part (a) and the subsequent non normal distributions?

 
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