Using r language to do normal distribution test _r language series

Reproduced from: Http://blog.163.com/zzz216@yeah/blog/static/1625546842012112012220292/?suggestedreading&wumii

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).

Common normal test methods in statistical software
1. Test the data normality with the state coefficient and the peak state 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: Sample content should be greater than 200
2, using the Shapiro-Wilke (Shapiro-wilk) method to test the data of normality
W test, 1965, proposed, suitable for sample content n≤50 when the normal test;.
3, using Dagostino (D′agostino) method to test the data normality
The D test, 1971, suggests that the normal D test method has high efficiency and is a more accurate normal test method.
4. Shapiro-francia method
The w′ test, which was introduced in 1972, is suitable for normal test at < n < 100.
5, QQ or PP map
The scatter is gathered around the fixed line, so that the data is approximate to the normal distribution.

Spss&sas rule:
SPSS stipulates that when the sample content is 3≤n≤5000, the result is embarrassed by Shapiro-wilk (W test), when the sample content n > 5000 the result is Kolmogorov-smirnov.
While the SAS rule: When the sample content is n≤2000, the result is shapiro-wilk (W test), when the sample content n >2000, the result is Kolmogorov-smirnov (D test).
Reference:
Liu Qingwu, Hu Zhiyan, how to use SPSS, SAS statistical software for normal testing, the journal of Southern Hunan College (natural Science Edition), the "Red Army", He Lijuan, in the SPSS10.0 of data in the normal test method, Journal of the Capital Institute of Physical Education, 2004