Monday, November 10, 2008

Normality test

A goodness-of-fit test is used to decide if a sample comes from a population with specific distribution. TANAGRA has a new component, which uses several tests in order to check the normality assumption.

We use artificial dataset in this tutorial, we have generated the dataset from 3 distributions: uniform, normal and log-normal.

Keywords: Shapiro-Wilk's test, Lilliefors' test, Anderson-Darling's test, d’Agostino's test
Components: More Univariate cont stat, Normality Test
Tutorial: en_Tanagra_Normality_Test.pdf
Dataset: normality_test_simulation.xls
Wikipedia - "Normality test"