Say I have a data set, how do I know if the distribution is normal or not? If not, how can I tell what type of distribution it is? Are there some tests for identifying distribution types?
- Obtain the value of the mean and the standard deviation
- Perform a z transform on the data using the standard deviation
- Find the data fitting and whether 99% + of the data comes in 3 sigma
- Perform a visual inspection using P-P plots and Q-Q plots
- Perform the following tests of univariate normality include D'Agostino's K-squared test, the Jarque–Bera test, the Anderson–Darling test, the Cramér–von Mises criterion, the Lilliefors test for normality (itself an adaptation of the Kolmogorov–Smirnov test), the Shapiro–Wilk test and the Pearson's chi-squared test. See the Wikipedia entry for more details