KOLMOGOROV-SMIRNOV, LILLIEFORS AND SHAPHIRO-WILK TESTS FOR NORMALITY

Abstract

The normality assumption has been at the core of a majority of standard statistical procedures and it is important to be able to test this assumption. Therefore testing normality has attracted broad interest of statisticians for decades. Among many procedures used to test this assumption one of the most well-known test is the Kolmogorov-Smirrnov test for univariate normal distributions. But interest in this topic was accelerated by the Shaphiro-Wilk test of normality. Due to the fact that the Turkish statistical literature is lacking from these tests the main interest of this paper to introduce these tests in question.