Question 9.53

9.53 More on the goodness of fit to a standard Normal distribution.

Refer to the previous exercise.

  1. Use software to generate your own sample of 800 standard Normal random variables, and perform the goodness-of-fit test using the intervals from the previous exercise.
  2. Choose a different set of intervals than the ones used in the previous exercise. Rerun the goodness-of-fit test.
  3. Compare the results you found in parts (a) and (b). Which intervals would you recommend?