Re: correlations of ordered residuals with their expected values.

Isabelle wrote:
I am working on a one way ANOVA. I am asked to do the following :

"compute the correlation between the ordered residuals and their
expected values under normality"

(this analysis appears to be related to the checking of the
assumption of normality of the residuals)

I know how to order the residuals. But I do not understand the part
about the expected value of the residuals under normality. I thought
that residuals were normally distributed about zero, which does not
make sense in these instructions.

Can anybody help me?

The residuals are ordered, so you're being asked about the expected value of the smallest, second smallest, etc. If you have two residuals, then the smallest of them will have an expected value less than zero (because the expected value of their sum is zero).



Bob O'Hara
Department of Mathematics and Statistics
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