normal score

More Like This

Show all results sharing this subject:

  • Probability and Statistics


Show Summary Details

Quick Reference

The normal score corresponding to the kth largest of n observations is the expected value of the kth largest of n independent observations from a standard normal distribution. Several non-parametric tests have been devised in which the ordered observations have their values replaced by the corresponding normal scores. These tests usually have greater power than the corresponding tests based on ranks.

Subjects: Probability and Statistics.

Reference entries

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.