Normality Tests

Shapiro-Wilk, D'Agostino's K2, and Jarque-Bera

Which Test to Use?

  • **Shapiro-Wilk**: Best for small samples (n < 50). Most powerful test for normality.
  • **D'Agostino K2**: Good for larger samples (n ≥ 20). Tests both skewness and kurtosis.
  • **Jarque-Bera**: Best for large samples (n > 30). Common in econometrics.

All tests require at least 8 data points for reliable results.

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About Normality Tests

Normality tests assess whether a sample comes from a normally distributed population. This is a critical assumption for many parametric tests like T-tests and ANOVA.