[R] Normality test

[Robert Baer]

> I am writing to inquire about normality test given in nortest package. I
> have a random data set consisting of 300 samples. I am curious about which
> normality test in R would give me precise measurement, whether data sample
> is following normal distribution. As p value in each test is different in
> each test, if you could help me identifying a suitable test in R for this
> medium size of data, it will be grateful.

I am neither a statistician nor an expert on these types of tests, but I'm 
guessing  that your are unlikely to get a good answer even from people with 
such qualifications as such judgments can only be made in the context of a 
specific problem.  You have not provided us with such a problem (please read 
the posting guide).

That admonishment aside, I typically start by using qqnorm() and qqline() to 
plot my data against the expected theoretical quantiles.  If your data is 
perfectly normal, the points will fall right along the line.  Skewness and 
deviations from normal by the tails produce very characteristic patterns in 
the plots which you can learn about by plotting some simulated data that is 
left-skewed, right-skewed, long tailed, or short tailed.

I personally find this graphical feedback to be a much more useful way to 
understand my data than doing a single normality test that produces a 
p-value. based upon assumptions I may not be privy to

For more, see the help by typing:
?qqnorm
?qqline

Rob

------------------------------------------
Robert W. Baer, Ph.D.
Professor of Physiology
Kirksville College of Osteopathic Medicine
A. T. Still University of Health Sciences
800 W. Jefferson St.
Kirksville, MO 63501
660-626-2322
FAX 660-626-2965