INTRODUCTION

This procedure provides seven tests of data normality. If the variable is

normally distributed, you can use parametric statistics that are based on this
assumption. If a variable fails a normality test, it is critical to look at the
histogram and the normal probability plot to see if an outlier or a small subset
of outliers has caused the non-normality.

If there are no outliers, you might try a transformation (such as, the log or
square root) to make the data normal. If a transformation is not a viable
Alternative, nonparametric methods that do not require normality may be
used.

Always remember that a reasonably large sample size is required to detect

Departures from normality. Only extreme types of non-normality can be
detected with samples less than fifty observations.

There is a common misconception that a histogram is always a valid graphical

tool for assessing normality. Since there are many subjective choices that
must be made in constructing a histogram, and since histograms generally
need large sample sizes to display an accurate picture of normality, preference
should be given to other graphical displays such as the box plot, the density
trace, and the normal probability plot.

Normality tests generally have small statistical power (probability of

detecting non-normal data) unless the sample sizes are at least over 100.

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 SEVEN DIFFERENT NORMALITY TESTS

SHAPIRO-WILK W TEST
This test for normality has been found to be the most powerful test in most
situations. It is the ratio of two estimates of the variance of a normal
distribution based on a random sample of n observations. The numerator is
proportional to the square of the best linear estimator of the standard
deviation. The denominator is the sum of squares of the observations about
the sample mean. The test statistic W may be written as the square of the
Pearson correlation coefficient between the ordered observations and a set of
weights which are used to calculate the numerator. Since these weights are
asymptotically proportional to the corresponding expected normal order
statistics, W is roughly a measure of the straightness of the normal quantile-
quantile plot. Hence, the closer W is to one, the more normal the sample is.

The probability values for W are valid for sample sizes greater than 3. The test
was developed by Shapiro and Wilk (1965) for sample sizes up to 20. NCSS
uses the approximations suggested by Royston (1992) and Royston (1995)
which allow unlimited sample sizes. Note that Royston only checked the
results for sample sizes up to 5000, but indicated that he saw no reason larger
sample sizes should not work. W may not be as powerful as other tests when
ties occur in your data. The test is not calculated when a frequency variable is
specified.

ANDERSON-DARLING TEST

This test, developed by Anderson and Darling (1954), is a popular among

those tests that are based on EDF statistics. In some situations, it has been
found to be as powerful as the Shapiro-Wilk test. Note that this test is not
calculated when a frequency variable is specified.

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MARTINEZ-IGLEWICZ TEST
This test for normality, developed by Martinez and Iglewicz (1981), is based
on the median and a robust estimator of dispersion. The authors have shown
that this test is very powerful for heavy-tailed symmetric distributions as well
as a variety of other situations. A value of the test statistic that is close to one
indicates that the distribution is normal. This test is recommended for
exploratory data analysis by Hoaglin (1983). The formula for this test is:

where sbi2 is a biweight estimator of scale.

KOLMOGOROV-SMIRNOV TEST

This test for normality is based on the maximum difference between the
observed distribution and expected cumulative-normal distribution. Since it
uses the sample mean and standard deviation to calculate the expected
normal distribution, the Lilliefors’ adjustment is used. The smaller the
maximum difference the more likely that the distribution is normal.

This test has been shown to be less powerful than the other tests in most
situations. It is included because of its historical popularity.

D’Agostino Skewness Test

D’Agostino (1990) describes a normality test based on the skewness

coefficient, √ b1 . Recall that because the normal distribution is symmetrical,
√ b1 is equal to zero for normal data. Hence, a test can be developed to
determine if the value of √ b1 is significantly different from zero. If it is, the
data are obviously non-normal. The statistic, Zs, is, under the null hypothesis
of normality, approximately normally distributed. The computation of this
statistic, which is restricted to sample sizes n>8, is

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D’AGOSTINO KURTOSIS TEST
D’Agostino (1990) describes a normality test based on the kurtosis coefficient,
√ b2. Recall that for the normal distribution, the theoretical value of √ b2 is 3.
Hence, a test can be developed to determine if the value of √ b2 is significantly
different from 3. If it is, the data are obviously non-normal. The statistic, Z k, is,
under the null hypothesis of normality, approximately normally distributed
for sample sizes n>20. The calculation of this test proceeds as follows:

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D’AGOSTINO OMNIBUS
D’Agostino (1990) describes a normality test that combines the tests for
skewness and kurtosis. The statistic, K2, is approximately distributed as a chi-
square with two degrees of freedom. After calculated zs and zk, calculate K2 as
follows:

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 PROPERTIES OF NORMAL PROBABILITY CURVE

1. The normal curve is symmetrical:

The Normal Probability Curve (N.P.C.) is symmetrical about the ordinate of the central

point of the curve. It implies that the size, shape and slope of the curve on one side of the

curve is identical to that of the other.

That is, the normal curve has a bilateral symmetry. If the figure is to be folded along its

vertical axis, the two halves would coincide. In other words the left and right values to the
middle central point are mirror images.

2. The normal curve is unimodal:

Since there is only one point in the curve which has maximum frequency, the normal

probability curve is unimodal, i.e. it has only one mode.

3. Mean, median and mode coincide:

The mean, median and mode of the normal distribution are the same and they lie at the

centre. They are represented by 0 (zero) along the base line. [Mean = Median = Mode]

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4. The maximum ordinate occurs at the centre:

The maximum height of the ordinate always occurs at the central point of the curve that is,

at the mid-point. The ordinate at the mean is the highest ordinate and it is denoted by Y 0.

(Y0 is the height of the curve at the mean or mid-point of the base line).

5. The normal curve is asymptotic to the X-axis:

The Normal Probability Curve approaches the horizontal axis asymptotically i.e., the curve

continues to decrease in height on both ends away from the middle point (the maximum

ordinate point); but it never touches the horizontal axis.

It extends infinitely in both directions i.e. from minus infinity (-∞) to plus infinity (+∞) as

shown in Figure below. As the distance from the mean increases the curve approaches to

the base line more and more closely.

6. The height of the curve declines symmetrically:

In the normal probability curve the height declines symmetrically in either direction from

the maximum point. Hence the ordinates for values of X = µ ± K, where K is a real number,

are equal.

For example:

The heights of the curve or the ordinate at X = µ + σ and X = µ – σ are exactly the same

as shown in the following Figure:

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7. The points of Influx occur at point ± 1 Standard Deviation (± 1 a):

The normal curve changes its direction from convex to concave at a point recognized as

point of influx. If we draw the perpendiculars from these two points of influx of the curve

on horizontal axis, these two will touch the axis at a distance one Standard Deviation unit

above and below the mean (± 1 σ).

8. The total percentage of area of the normal curve within two points of influxation is

fixed:

Approximately 68.26% area of the curve falls within the limits of ±1 standard deviation

unit from the mean as shown in figure below.

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9. Normal curve is a smooth curve:

The normal curve is a smooth curve, not a histogram. It is moderately peaked. The kurtosis

of the normal curve is 263.

10. The normal curve is bilateral:

The 50% area of the curve lies to the left side of the maximum central ordinate and 50%

lies to the right side. Hence the curve is bilateral.

11. The normal curve is a mathematical model in behavioural sciences:

The curve is used as a measurement scale. The measurement unit of this scale is ± σ (the

unit standard deviation).

12. Greater percentage of cases at the middle of the distribution:

There is a greater percentage of cases at the middle of the distribution. In between -1σ and

+ 1σ, 68.26% (34.13 + 34.13), nearly 2/3 of eases lie. To the right side of +1σ, 15.87%

(13.59 + 2.14 + .14), and to the left of-1σ, 15.87% (13.59 + 2.14 + .14) of cases lie. Beyond

+2σ. 2.28% of eases lie and beyond -2σ also 2.28% of cases lie.

Thus, majority of eases lie at the middle of the distribution and gradually number of cases

on either side decreases with certain proportions.

Percentage of cases between Mean and different a distances can be read from the

figure below:

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13. The scale of X-axis in normal curve is generalised by Z deviates

14. The equation of the normal probability curve reads

(equation of the normal probability curve) in which

x = scores (expressed as deviations from the mean) laid off along the base line or X-axis.

y = the height of the curve above the X axis, i.e., the frequency of a given x-value.

The other terms in the equation are constants:

N = number of eases

a = standard deviation of the distribution

π = 3.1416 (the ratio of the circumference of a circle to its diameter)

e = 2.7183 (base of the Napierian system of logarithms).

15. The normal curve is based on elementary principles of probability and the other name

of the normal curve is the ‘normal probability curve’.

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 NORMAL PROBABILITY CURVE : COMPUTATION,
CHARACTERISTICS AND APPLICATIONS

COMPUTATION OF NORMAL PROBABILITY CURVE

If a coin is tossed unbiased it will fall either head (H) or tail (T). This the probability of

appearing a head is one chance in two. So the probability ratio of H is ½ and T is ½.

Likewise of we shall toss two coins, coin x and coin y there are four possible ways of falling.

Thus the four possible ways are-both x and y may fall H, x may fall T and y H, x may fall H

and yT or both may fall T.

Expressed in ratios

Probability of two heads = ¼

ADVERTISEMENTS:

Probability of two tails = ¼

Probability of one H and one T = ¼

Probability of one T and one H = ¼

Thus the ratio is ¼ + ½ + ¼ = 1.00

The expected appearance of heads and tails of two coins can be expressed as:

(H + T)2 = H2 + 2HT + T2

If we shall increase the number of coins to three i.e. x, y and Z, there can be eight possible

arrangements.

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The expected appearance of heads and tails of coins can be expressed as:

In this way we can determine the probability of different combinations of heads and tails of

any number of coins. We can obtain probability of any number of coins by binomial

expansion. An expression containing two terms is called a binomial expression. Binomial

theorem is an algebraic formula which expands the power of a binomial expression in the

form of a series.

The formula reads like this:

(H + T)n = C (n, 0) Hn + C (n, 1) Hn-1 T + C (n, 2) H(n-2) T2 ….

… +C(n,r) Hn-r Tr + …. + C(n,n)Tn… (11.1)

Where C = Possible combinations.

C(n,r) = n!/r! (n – r)!

n! means 1 x 2 x 3 x …. x n

n = Total number of observations or persons.

r = Number of observations or persons taken at a time.

Thus binomial expansion of

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If the above data are plotted on a graph as histogram and frequency polygon it will

be as below (fig. 11.1)

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Thus the figure we obtained from toss of 10 coins (H + T)10 is a symmetrical many sided

polygon.

And if we shall go on increasing the number of coins, with each increase the polygon

would exhibit a perfectly smooth surface line the figure-11.2 given below:

This bell shaped curve is called as the ‘Normal Probability Curve’. Thus the “graph of the

probability density function of the normal distribution is a continuous bell shaped

curve, symmetrical about the mean” is called normal probability curve.

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In statistics it is important because:

(а) It is the distribution of many naturally occurring variables, such as intelligence of 8th

grade students, height of the 10th grade students etc.

(b) The distribution of the means of samples drawn from most parent populations is

normal or approximately so when the samples are sufficiently large.

Therefore normal curve has great significance in social sciences and behavioural sciences.

In behavioural measurement most of the aspects approximates to the normal distribution.

So that Normal Probability Curve or most popularly known as NPC is used as a reference

curve. In order to understand the utility of the NPC we must have to understand the

properties of the NPC.

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 CHARACTERISTICS OF NORMAL PROBABILITY CURVE

Some of the major characteristics of normal probability curve are as follows:

1. The curve is bilaterally symmetrical.

The curve is symmetrical to its ordinate of the central point of the curve. It means the size,

shape and slope of the curve on one side of the curve is identical to the other side of the

curve. If the curve is bisected then its right hand side completely matches to the left hand

side.

2. The curve is asymptotic:

The Normal Probability Curve approaches the horizontal axis and extends from-∞ to + ∞.

Means the extreme ends of the curve tends to touch the base line but never touch it.

It is depicted in figure (11.3) given below:

3. The Mean, Median and Mode:

The mean, Median and mode fall at the middle point and they are numerically equal.

4. The Points of inflection occur at ± 1 Standard deviation unit:

The points of influx in a NPC occur at ± 1σ to unit above and below the mean. Thus at this

point the curve changes from convex to concave in relation to the horizontal axis.

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5. The total area of NPC is divided in to ± standard deviations:

The total of NPC is divided into six standard deviation units. From the center it is divided in

to three +ve’ standard deviation units and three —ve’ standard deviation units.

Thus ± 3σ of NPC include different number of cases separately. Between ± 1σ lie the middle

2/3rd cases or 68.26%, between ± 2σ lie 95.44% cases and between ± 3σ lie 99.73% cases

and beyond + 3σ only 0.37% cases fall.

6. The Y ordinate represents the height of the Normal Probability Curve:

The Y ordinate of the NPC represents the height of the curve. At the center the maximum

ordinate occurs. The height of the curve at the mean or mid point is denoted as Y 0.

In order to determine the height of the curve at any point we use the following

formula:

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7. It is unimodal:

The curve is having only one peak point. Because the maximum frequency occurs only at

one point.

8. The height of the curve symmetrically declines:

The height of the curve decline to both the direction symmetrically from the central point.

Means the M + σ and M — σ are equal if the distance from the mean is equal.

9. The Mean of NPC is µ and the standard deviation is σ:

As the mean of the NPC represent the population mean so it is represented by the µ (Meu).

The standard deviation of the curve is represented by the Greek Letter, σ.

10. In Normal Probability Curve the Standard deviation is the 50% larger than the Q:

In NPC the Q is generally called the probable error or PE.

The relationship between PE and a can be stated as following:

1 PE = .6745σ

1σ = 1.4826PE.

11. Q can be used as a unit of measurement in determining the area within a given

part:

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12. The Average Deviation about the mean of NPC is .798σ:

There is a constant relationship between standard deviation and average deviation in a

NPC.

13. The model ordinate varies increasingly to the standard deviation:

In a Normal Probability curve the modal ordinate varies increasingly to the standard

deviation. The standard deviation of the Normal Probability Curve increases, the modal

ordinate decreases and vice-versa.

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 APPLICATIONS OF NORMAL PROBABILITY CURVE

Some of the most important applications of normal probability curve are as follows:

The principles of Normal Probability Curve are applied in the behavioural sciences in many

different areas.

1. NPC is used to determine the percentage of cases in a normal distribution within

given limits:

The Normal Probability Curve helps us to determine:

i. What percent of cases fall between two scores of a distribution.

ii. What percent of scores lie above a particular score of a distribution.

iii. What percent of scores lie below a particular score of a distribution.

Example:

Given a distribution of scores with a mean of 24 and σ of 8. Assuming normality what

percentage of the cases will fall between 16 and 32.

Solution:

Here first of all we have to convert both the scores 16 and 32 into a standard score.

Entering in to the Table-A, the table area under NPC, it is found that 34.13 cases fall

between mean and – 1σ and 34.13 cases fall between mean and + 1σ. So ± σ covers 68.26%

of cases. So that 68.25% cases will fall between 16 and 32.

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Example:

Given a distribution of scores with a mean of 40 and σ of 8. Assuming normality what

percentage of cases will lie above and below the score 36.

Solution:

First of all we have to convert the raw score 36 into standard score.

Entering into the Table-A, the table area under the NPC it is found that 19.15% cases fall

between Mean and -.5σ. Therefore the total percentage of cases above the score 36 is 50 +

19.15 = 69.15% and below the score 36 is 50-19.15 = 30.85%. So in the distribution

69.15% cases are above the score 36 and 30.85% scores are below the score 36.

2. NPC is used to determine the value of a score whose percentile rank is given:

By using NPC table we can determine the raw score of the individual if the percentile rank

is given.

Example:

In a distribution of scores of a doss Pinky’s percentile rank in statistics is 65. The mean of

the distribution is 55 with a standard deviation of 10. Find but the raw score of Pinky in

Statistics.

Solution:

As Pinky’s percentile rank is 65 so in a normal distribution her position is 35% above the

mean. By entering in to the table ‘A’ we found that 35% from the mean is + 1.04 σ.

By putting the value in ‘Z’ score.

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3. NPC is used to find the limits in a normal distribution which include a given

percentage of cases:

When a distribution is normally distributed and what we know about the distribution is

Mean and the Standard deviation at that time by using the table area under NPC we can

determine the limits which include a given percentage of cases.

Example:

Given a distribution of scores with a mean of 20 and σ of 5. If we assume normality what

limits will include the middle 75% of cases.

Solution:

In a normal distribution the middle 75% cases include 37.5% cases above the mean and

37.5% cases below the mean. From the Table-A we can say that 37.5% cases covers 1.15 σ

units. Therefore the middle 75% cases lie between mean and ± 1.15 σ units.

So in this distribution middle 75% cases will include the limits 14.25 to 25.75.

4. It is used to compare two distributions in terms of- overlapping:

If scores of two groups on a particular variable are normally distributed. What we know

about the group is the mean and standard deviation of both the groups. And we want to

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know how much the first group over-laps the second group or vice-versa at that time we

can determine this by using the table area under NPC.

5. NPC helps us in dividing a group into sub-groups according to certain ability and

assigning the grades:

When we want to divide a large group in to certain sub-groups according to some specified

ability at that time we use the standard deviation units of a NPC as units of scale.

Example:

An achievement test was administered to the 600 8th grade students. The teacher wants to

assign these students in to 4 grades namely A, B, C and D according to their performance in

the test. Assuming the normality of the distribution of scores calculate the number of

students can be placed in each group.

Solution:

The area under a NPC is divided in to ± 3σ units or 6σ units.

Here we have to divide the students in to 4 sections.

So each section has

So if we shall distribute the section in order of merit.

The section-A will be within 1.5σ to 3σ

Section B will be within Mean to 1.5σ

Section C will be within Mean to —1.5σ

and Section D will be with in —1.5σ to – 3σ.

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6. NPC helps to determine the relative difficulty of test items or problems:

When it is known that what percentage of students successfully solved a problem we can

determine the difficulty level of the item or problem by using table area under NPC.

7. NPC is useful to normalize a frequency distribution:

In order to normalize a frequency distribution we use Normal Probability Curve. For the

process of standardizing a psychological test this process is very much necessary.

8. To test the significance of observations of experiments we use NPC:

In an experiment we test the relationship among variables whether these are due to chance

fluctuations or errors of sampling procedure or it is real relationship. This is done with the

help of table area under NPC.

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9. NPC is used to generalize about population from the sample:

We compute standard error of mean, standard error of standard deviation and other

statistics to generalize about the population from which the sample are drawn. For this

computation we use the table area under NPC.

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 SELF OPINION

We usually apply normality test to the results of processes that, under the null, generate

random variables that are only asymptotically or nearly normal (with the asymptotically

part dependent on some quantity which we cannot make large);

In the era of cheap memory, big data and fast processors, normality tests should always

reject the null of normal distribution for large (though not insanely large) samples. And so,

perversely, normality tests should only be used for small samples, when they presumably

have lower power and less control over type I rate.

In this way I have completed this practical of normality test and thankful to Dr. Gaikwad Sir

to give me such a nice topic of practical.

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