Our last blog - Are My Data Normally Distributed? - involved using a normal probability plot to answer that question. Essentially, if the data fell along a straight line, we would conclude that the data came from a normal distribution. If it did not fall along a straight line, we would conclude that the data did not come from a normal distribution.

If you and I look at a normal probability plot, we might not agree if something “falls along a straight line or not.” For this reason, it is much easier if we have a statistic to...

You have a set of data. You would like to know if the data comes from a normal distribution. How do you do that? A normal probability plot can be used to determine if sets of data come from a normal distribution. This involves using the probability properties of the normal distribution. The data are compared to a normal distribution in such a way that will result in a straight line if the data are normally distributed.

For example, consider the normal probability plot below. This is a data set of the forearm lengths for males. We want to know if the data come from a normal...