How to test if a sample has a Normal Distribution?

[Wagner_Alvarenga]

Hi,

I have a small Sample (with 30 points/observations) as variable "Sample" inside a Data Set named 'Data'.

I would like to know how to test if the this sample has a Normal Distribution.

Thanks!

[Doc_Duke · Accepted solution]

PROC UNIVARIATE has multiple tests for normality.  None of the tests are very powerful, so I'll also look at the plots for an eyeball test.

[SteveDenham]

And if the sample size is large (N>100) the tests are over-powered, where even small deviations can lead to a significant result.

Follow Doc's advice and look at the plots, especially the pp and qq plots.

Steve Denham

[Rick_SAS]

This should get you started:

ods graphics on;

PROC UNIVARIATE DATA=sashelp.iris(where=(Species="Virginica"));

VAR SepalLength;

histogram SepalLength / Normal;

qqplot SepalLength / Normal;

RUN;