how to know if something is a normal distribution or not

MATLAB: An Introduction with Applications
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ISBN:9781119256830
Author:Amos Gilat
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how to know if something is a normal distribution or not

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Step 1

Introduction:

Several tests of normality exist, using which you can verify whether a particular data follows the normal distribution.

Usually, before conducting a formal test, we prefer to take the help of graphical methods, to see if the data may be assumed to follow the normal distribution, at least approximately. A few such graphical methods are:

  • Histogram of the data , superimposed with a normal probability curve,
  • Normal probability plot with confidence interval,
  • Normal quantile-quantile (QQ) plot.
  • Boxplot, etc.
Step 2

Explanation:

If the graphical display appears to show at least an approximate normal distribution, then a formal test can be used to verify the normality. A few such tests are as follows:

  • Pearson’s Chi-squared test for goodness of fit,
  • Shapiro-Wilk test,
  • Kolmogorov-Smirnov test, etc.

The Pearson’s Chi-squared test is discussed here.

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