5.4.5 - D'Agostino and Pearson Test - Teradata Warehouse Miner

Teradata Warehouse Miner User Guide - Volume 3Analytic Functions

Product
Teradata Warehouse Miner
Release Number
5.4.5
Published
February 2018
Language
English (United States)
Last Update
2018-05-04
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In general, either the Shapiro-Wilk or D'Agostino-Pearson test is a powerful overall test for normality. These tests are designed to detect departures from normality without requiring that the mean or variance of the hypothesized normal distribution be specified in advance. Though these tests cannot indicate the type of nonnormality, they tend to be more powerful than the Kolmogorov-Smirnov test.

The D'Agostino-Pearson Ksquared statistic has approximately a chi-squared distribution with 2 df when the population is normally distributed.