How Normal is Normal?

2000-10-11


If you have a histogram from a small sample, how can you decide if it could have come from a Normal Distribution? One way to get a feeling for this is to generate some Normal data on the computer, plot the histograms, and see what they look like. Here I have used R to generate and plot histograms from 10 standard normal samples, each with n = 20 observations. Note that most are not symmetrical and some are quite jagged. Try this yourself, then repeat for n = 100 and n = 1000. How large do you think n needs to be if you want to assess normality?

 


Statistics 3N03