Testing for Normality

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Most statistical procedures require us to verify at least two assumptions :
the normality assumption
the assumption of absence of outliers
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There are two categories of methods used to check the normality assumption:
Numerical methods
Graphical methods
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Numerical methods:
Skewness and kurtosis indicators
The Shapiro-Wilk normality test
 
Graphical methods:
The histogram
The Q-Q plot
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The variable is normally distributed with a 99% confidence level if both standard scores lie in this
interval: (-2.58, 2.58).
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The hypotheses of the Shapiro-Wilk test:

H0: the variable is normally distributed

H1: the variable is not normally distributed

We accept the null hypothesis if we have Sig.>0,05

The Q-Q plot for a positively skewed
distribution
The Q-Q plot for a negatively skewed
distribution
The Q-Q plot for a leptokurtic distribution
The Q-Q plot for a platikurtic distribution
 What to do if the normality
assumption is violated?
1. The first solution consists of applying a transformation to the variable so that, hopefully,
the new variable is normally distributed.

2. The second solution consists of running a nonparametric test if our variables are not
normal. (for example, the Spearman correlation or the Mann-Whitney test).

3. The third solution : run the analysis regardless. Many parametric tests are pretty robust to
deviations from normality, especially when the samples are large

4. The fourth solution consists of performing a so called “sensitivity analysis”. In other words,
you would run two tests: a parametric test and a nonparametric one. If both tests lead to
the same conclusion, the normality violations are not an issue. If the conclusions are
totally different, the deviations from normality seem to be a problem.