[S] Tests for Normality

sinclair, andrew (asinclair@edfman.co.uk)
Thu, 5 Nov 1998 18:48:00 +0000

Does anyone know of code/ references for tests of normality ?

I am aware of qqnorm plots, Kolmogorov Smirnoff and chi squared
goodness of fit tests. I need procedures that give a specific p-values,
and preferably are sensitive to alternatives with fat tails (which is not
true for K-S in my experience).

Many thanks for any advice - I will summarise responses that
are sent to me only.



Andrew Sinclair
ED & F Man Investment Products
Sugar Quay
Lower Thames Street
London EC3R 6DU

tel : 0171 285 2089
fax : 0171 285 2001
email : asinclair@edfman.co.uk
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