[R] normality tests

[gatemaze at gmail.com]

Hi all,

apologies for seeking advice on a general stats question. I ve run
normality tests using 8 different methods:
- Lilliefors
- Shapiro-Wilk
- Robust Jarque Bera
- Jarque Bera
- Anderson-Darling
- Pearson chi-square
- Cramer-von Mises
- Shapiro-Francia

All show that the null hypothesis that the data come from a normal
distro cannot be rejected. Great. However, I don't think it looks nice
to report the values of 8 different tests on a report. One note is
that my sample size is really tiny (less than 20 independent cases).
Without wanting to start a flame war, are there any advices of which
one/ones would be more appropriate and should be reported (along with
a Q-Q plot). Thank you.

Regards,

-- 
yianni