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Test for Normal Distribution

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  • 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

  • #2
    Re: Test for Normal Distribution

    Look at my example...

    http://www.xl-logic.com/xl_files/formulas/distrib.zip
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    • #3
      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

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      • #4
        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, 01:51.
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        • #5
          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
          Regards,

          Wigi

          Excel MVP 2011-2014

          For more Excel memes: visit http://www.wimgielis.com ==> English articles ==> Excel memes

          -- Topics without [CODE] tags or a meaningful topic title, will be neglected by me (and probably many others as well) --

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          • #6


            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, 02:11. Reason: Posted Links
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