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Re: how to do normality test in excel

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Jerry W. Lewis

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Dec 21, 2005, 11:16:00 PM12/21/05
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Excel has no built-in tests for Normality, but it also is not a
statistical package (it is a spreadsheet that has some limited
statistical capabilities built in).

The usual quantitative tests, such as Shapiro-Wilk would require that
you insert tabled values
http://www.itl.nist.gov/div898/handbook/prc/section2/prc213.htm
or use a commercial Add-In such as
http://www.analyse-it.com/shapiro-wilk-normality-test_y.htm
If you don't mind translating Fortran, then you might look at
http://lib.stat.cmu.edu/apstat/R94

You could do a rough and ready chi-square test, by dividing the real
line into a n intervals, each having an expected value under normality
of at least 5 observations with your sample size. Then sum
(Observed-Expected)^2/Expected and compare to CHIINV(alpha,n-1) where
alpha is suitably small (say 0.05)

Qualitatively, you could plot the data as a histogram and observe
whether it looks roughly bell-shaped.

A more discriminating qualitative approach would be to do a normal
probability plot. Mike Middleton has a downloadable paper on this at
http://www.usfca.edu/~middleton/data.htm

If you want a full-blown statistics package, R is free
www.r-project.org

Jerry

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