Tests for Normality

Tests for normality include the Kolmogorov-Smirnov one-sample test (not too good), the Lilliefors extension of the Kolmogorov-Smirnov test,  the Chi-square goodness-of-fit test, the Jarque-Bera test, the D'Agnostino-Pearson K-squared test, the Shapiro-Wilk test (up to 2000 cases), the.  See also specific tests for skewness and kurtosis.  The D'Agnostino-Pearson K-squared Jarque-Bera are two of the best.

The USTATS command skewness, kurtosis and the Jarque-Bera test.; there are no facilities at present in MicrOsiris to compute the other tests.