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Using the Shapiro Wilks test my data proved normally distributed, the Anderson darling test proved the same data was not normal, which test result do I go with when testing for normality? (My sample size is 40).

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  • $\begingroup$ Neither test "proved" anything. You are better off plotting your data so you can understand how they are distributed and then relate that to what you ultimately want to do with your data (testing Normality almost never is the final objective of data analysis). Use a Normal QQ plot. $\endgroup$
    – whuber
    Feb 9, 2021 at 14:54
  • $\begingroup$ some answers here $\endgroup$
    – John L
    Feb 9, 2021 at 16:10

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