Loading
Ozgrid Excel Help & Best Practices Forums

Excel Video Tutorials / Excel Dashboards Reports



Results 1 to 6 of 6

Thread: Test for Normal Distribution

  1. #1
    Join Date
    11th October 2004
    Posts
    22

    Test for Normal Distribution

    I have a data set and I want to know whether it is Normally distributed or not. How can I do this easily? I would prefer to be able to do it in Excel as I don't have any advanced statistical packages like SPSS.

    Thanks

    Tim

    Excel Video Tutorials / Excel Dashboards Reports


  2. #2
    Join Date
    10th February 2003
    Location
    Palm Beach, Florida
    Posts
    1,590

    Re: Test for Normal Distribution

    Sub All_Macros(Optional control As Variant)

  3. #3
    Join Date
    11th October 2004
    Posts
    22

    Re: Test for Normal Distribution

    Thanks for you post. I have had a look through the Excel but I'm not exactly sure how to test for a Normal distribution. Would you suggest that I plot my distribution and compare it to a Normal distribution shape and qualitatively decide if it's Normally distributed? Are there any statistical tests that give you a definite answer?

    Thanks

    Tim

    Excel Video Tutorials / Excel Dashboards Reports


  4. #4
    Join Date
    10th February 2003
    Location
    Palm Beach, Florida
    Posts
    1,590

    Re: Test for Normal Distribution

    I believe determining whether or not something fits a normal distribution is a qualitative assessment.

    There might be some tests... but in the end it's still gonna be a judgement call. There is no definitive yes/no answer that I'm aware of.

    But I'm no statistician... maybe there are some rules of thumb? I'm recollecting here from a grad-stats course I took like 10 years ago...

    But keep in mind, before you even test your data for a distribution, you realize you're making an assumption that the data is in fact random! I believe what you really need to do is first analyze the data to confirm randomness THEN you can see if it fits a normal distribution. And yes, there are standard tests for randomness.

    As an example... you can't just take the daily movement in a stock price and say "It's Normal" because that would assume first that the daily price is random (it's not, it's a random walk, and yes there's a big difference, the change in the price is more likely the random variable).

    Make sure you understand what you're talking about statistics wise before jumping to a conclusion here...
    Last edited by Aaron Blood; January 19th, 2006 at 00:51.
    Sub All_Macros(Optional control As Variant)

  5. #5
    Join Date
    15th August 2005
    Location
    Mechelen, Belgium
    Posts
    6,039

    Re: Test for Normal Distribution

    I can run Stata 9 on my pc. Has tests for normality:
    from its website: tests available:
    * Shapiro–Wilk
    * Shapiro–Francia
    * skewness and kurtosis test (D'Agostino, with and without Royston correction)

    Don't know if it can be done with Excel.

    Wigi

    Excel Video Tutorials / Excel Dashboards Reports


  6. #6
    Join Date
    10th February 2003
    Location
    Palm Beach, Florida
    Posts
    1,590

    Re: Test for Normal Distribution

    Just an update...

    I did a quick Google on it and yeah, looks like there are tests...

    Kolmogorov-Smirnov was one that I'm not familiar with. (Probably needed the next level course for that one.) A Shapiro-Wilk test is still not full proof. It gives evidence for certain types of non-normality but does not guarantee normality.

    Again, I believe these tests all assume that you know what you're doing (ie. you've already done the tests for randomness).

    Some Links:
    http://www.statsdirect.com/help/para...ethods/swt.htm
    http://www.le.ac.uk/biology/gat/virt...ats/normal.htm
    Last edited by Aaron Blood; January 19th, 2006 at 01:11. Reason: Posted Links
    Sub All_Macros(Optional control As Variant)

Thread Information

Users Browsing this Thread

There are currently 1 users browsing this thread. (0 members and 1 guests)

Possible Answers

  1. Is Random Normal Distribution Possible
    By ferreira in forum EXCEL HELP
    Replies: 3
    Last Post: July 18th, 2007, 14:58
  2. Normal Distribution Graph
    By Tactician in forum EXCEL HELP
    Replies: 5
    Last Post: November 16th, 2006, 07:40
  3. Random Number with normal distribution
    By pdsasse in forum EXCEL HELP
    Replies: 6
    Last Post: July 20th, 2006, 22:10
  4. normal law/distribution in VBA
    By baladame in forum EXCEL HELP
    Replies: 1
    Last Post: November 9th, 2004, 18:30
  5. Normal distribution random number
    By ljoseph in forum EXCEL HELP
    Replies: 2
    Last Post: August 4th, 2004, 01:54

Bookmarks

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts
  •  
porno