Create the ROC curve for Example 1 of Classification Table. In the Wald test the null hypothesis is rejected if where is a pre-determined critical value. Matlab Chi Squared Test Stack Overflow We will prove below that a random variable has a Chi-square distribution if it can be written as where are mutually independent standard normal random variables. . The number of variables is the only parameter of the distribution called the degrees of freedom parameter. The result h is 1 if the test rejects the null hypothesis at the 5 significance level and 0 otherwise. In other words the data does not come from a normal distribution. Kolmogorov-Smirnov normality test - Limited Usefulness. White test for Heteroskedasticity is general because it does not rely on the normality assumptions and it is also easy to implement. The Kolmogorov-Smirnov test is often to test the normality assumption required by many statistical tests such as A...