Using R language to do normal distribution test _r

Excerpt from: Wu Xizhi: Nonparametric Statistics (second edition), China Statistics Publishing House, October 2006: p164-165

1, Ks.test ()
For example, 0 is assumed to be N (15,0.2), then Ks.test (x, "Pnorm", 15,0.2). If not a normal distribution, you can also choose "Pexp", "Pgamma" and so on.
2, Shapiro.test ()
The Shapiro-wilk test of normal distribution can be carried out.
3, Nortest Bag
Lillie.test () can carry out more accurate Kolmogorov-smirnov test.
Ad.test () was tested for anderson-darling normality.
Cvm.test () was tested for Cramer-von mises normality.
Pearson.test () for the Pearson card Fangzheng State test.
Sf.test () was tested for shapiro-francia normality.
4, Fbasics Bag
Normaltest () was tested for Kolmogorov-smirnov normality.
Ksnormtest () was tested for Kolmogorov-smirnov normality.
Shapirotest () for Shapiro-wilk ' s normal state test.
Jarqueberatest () was tested for jarque-bera normality.
Dagotest is tested for d ' Agostino normal state.
The Gofnorm is tested by 13 methods and outputs the results.

Attached: a blog post on the Web:
Http://blog.sina.com.cn/s/blog_65efeb0c0100htz7.html

Common normal test methods for SPSS and SAS

Many analytical methods of measurement data require that the data distribution is normal or approximate normal, so it is necessary to test the original independent data for normality.
By plotting the frequency distribution histogram of the data, the normality of data distribution is qualitatively judged. Such a graphical judgment is by no means a rigorous test of normality, and the information it provides is only an important supplement to the test of normality.

There are three main types of normal test methods:
I. Calculation of comprehensive statistics
such as dynamic difference method, Shapiro-Wilke Shapiro-wilk method (W test), D′agostino method (D test), Shapiro-francia method (w′ test).
The test of fitting goodness of normal distribution
such as Pearson χ2 test, log likelihood ratio test, Kolmogorov Kolmogorov-smirov method test.
Diagram method (normal probability probability plot)
such as the number of maps (Quantile Quantileplot, referred to as QQ), percentile (Percent Percent plot, referred to as PP) and the stability of the probability map (stablized probability, short, SP map).

Normal test methods commonly used in statistical software
1, using the bias coefficient and peak state coefficient test data normality
     skewness coefficient sk, which is used to test the asymmetry; the peak state coefficient ku, which is used to test the peak state. S k= 0, K u= 0 o'clock, the distribution is normal, s k> 0 o'clock, the distribution is positive skewness, S K < 0 o'clock, the distribution is negatively biased. Applicable conditions: The sample content should be greater than 2, using the Shapiro-Wilke (Shapiro-wilk) method to test the data normality
     w test, proposed in 1965, suitable for sample content n≤50 when the normal test ;。
3, using Dagostino (D′agostino) method to verify the data normality
     D test, 1971 proposed that the normal D test method has high efficiency and is a more accurate normal test method. The
4, Shapiro-francia method
     w′ inspection was presented in 1972 and is suitable for normal test at < n < 100.
5, QQ or PP chart
     Scatter in a fixed line around, you can think that data approximately obey the normal distribution

Spss&sas rule:
    spss: When the sample content 3≤n≤5000, the result with Shapiro-wilk (W test) embarrassed, when the sample content n > 5000 results with K Olmogorov-smirnov is the standard.
     SAS stipulates that when the sample content is n≤2000, the result is shapiro-wilk (W test), and when the sample content n >2000, the result is Kolmogorov-smirnov (D test) shall prevail.
Reference:
     Liu Qingwu, Hu Zhiyan, how to use SPSS, SAS statistical software for normality testing, Journal of Southern Hunan College (natural Science Edition),       Vermilion, He Lijuan, a method for testing the normality of data in SPSS10.0, Journal of Capital Institute of Physical Education,