*Section author: Danielle J. Navarro and David R. Foxcroft*

# Checking the normality of a sample¶

All of the tests that we have discussed so far in this chapter have assumed
that the data are normally distributed. This assumption is often quite
reasonable, because the central limit theorem does
tend to ensure that many real world quantities are normally distributed. Any
time that you suspect that your variable is *actually* an average of lots of
different things, there’s a pretty good chance that it will be normally
distributed, or at least close enough to normal that you can get away with
using *t*-tests. However, life doesn’t come with guarantees, and besides there
are lots of ways in which you can end up with variables that are highly
non-normal. For example, any time you think that your variable is actually the
minimum of lots of different things, there’s a very good chance it will end up
quite skewed. In psychology, response time (RT) data is a good example of this.
If you suppose that there are lots of things that could trigger a response from
a human participant, then the actual response will occur the first time one of
these trigger events occurs.[1] This means that RT data are systematically
non-normal. Okay, so if normality is assumed by all the tests, and is mostly
but not always satisfied (at least approximately) by real world data, how can
we check the normality of a sample? In this section I discuss two methods:
QQ plots and the Shapiro-Wilk test.

## QQ plots¶

One way to check whether a sample violates the normality assumption is
to draw a **“QQ plot”** (Quantile-Quantile plot). This allows you to
visually check whether you’re seeing any systematic violations. In a QQ
plot, each observation is plotted as a single dot. The x co-ordinate is
the theoretical quantile that the observation should fall in if the data
were normally distributed (with mean and variance estimated from the
sample), and on the y co-ordinate is the actual quantile of the data
within the sample. If the data are normal, the dots should form a
straight line. For instance, lets see what happens if we generate data
by sampling from a normal distribution, and then drawing a QQ plot. The
results are shown in Fig. 101. As you can see, these data form
a pretty straight line; which is no surprise given that we sampled them
from a normal distribution! In contrast, have a look at the two data sets
shown in Fig. 102. The top panels show the histogram and a QQ
plot for a data set that is highly skewed: the QQ plot curves upwards.
The lower panels show the same plots for a heavy tailed (i.e., high
kurtosis) data set: in this case the QQ plot flattens in the middle and
curves sharply at either end.

## Shapiro-Wilk tests¶

QQ plots provide a nice way to informally check the normality of your
data, but sometimes you’ll want to do something a bit more formal and
the **Shapiro-Wilk test** (Shapiro & Wilk, 1965) is probably what you’re looking
for.[2] As you’d expect, the null hypothesis being tested is that
a set of *N* observations is normally distributed.

The test statistic that it calculates is conventionally denoted as
*W*, and it’s calculated as follows. First, we sort the
observations in order of increasing size, and let *X*_{1} be the
smallest value in the sample, *X*_{2} be the second smallest and so
on. Then the value of *W* is given by

where *X̄* is the mean of the observations, and the *a*_{i} values are
an introductory text.

Because it’s a little hard to explain the maths behind the *W* statistic, a
better idea is to give a broad brush description of how it behaves. Unlike most
… mumble, mumble … something complicated that is a bit beyond the scope of
of the test statistics that we’ll encounter in this book, it’s actually *small*
values of *W* that indicate departure from normality. The *W* statistic has a
maximum value of 1, which occurs when the data look “perfectly normal”. The
smaller the value of *W* the less normal the data are. However, the sampling
distribution for *W*, which is not one of the standard ones that I discussed in
chapter Introduction to probability and is in
fact a complete pain in the arse to work with, does depend on the sample size
*N*. To give you a feel for what these sampling distributions look like, I’ve
plotted three of them in Fig. 103. Notice that, as the sample size
starts to get large, the sampling distribution becomes very tightly clumped up
near *W* = 1, and as a consequence, for larger samples *W* doesn’t have to be
very much smaller than 1 in order for the test to be significant.

To get the Shapiro-Wilk statistic in jamovi *t*-tests, check the option for
`Normality`

listed under `Assumptions`

. In the randomly sampled data
(*N* = 100) we used for the QQ plot, the value for the Shapiro-Wilk normality
test statistic was W = 0.99 with a *p*-value of 0.69. So, not surprisingly, we
have no evidence that these data depart from normality. When reporting the
results for a Shapiro-Wilk test, you should (as usual) make sure to include the
test statistic *W* and the *p*-value, though given that the sampling
distribution depends so heavily on *N* it would probably be a politeness to
include *N* as well.

## Example¶

In the meantime, it’s probably worth showing you an example of what happens to
the QQ plot and the Shapiro-Wilk test when the data turn out to be non-normal.
For that, let’s look at the distribution of our AFL winning margins
(`afl.margins`

) variable (from the `aflsmall_margins`

data set), which if
you remember back to th chapter on
Descriptive statistics didn’t look like they
came from a normal distribution at all. Here’s what happens to the QQ plot:

And when we run the Shapiro-Wilk test on the AFL margins data, we get a
value for the Shapiro-Wilk normality test statistic of W = 0.94, and
*p*-value = 9.481e-07. Clearly a significant effect!

[1] | This is a massive oversimplification. |

[2] | Either that, or the Kolmogorov-Smirnov test, which is probably more traditional than the Shapiro-Wilk. Although most things I’ve read seem to suggest Shapiro-Wilk is the better test of normality, the Kolomogorov-Smirnov is a general purpose test of distributional equivalence that can be adapted to handle other kinds of distribution tests. In jamovi the Shapiro-Wilk test is preferred. |