Tests for the assumption that a variable is normally

distributed

Contents

1 Introduction ........................................................................................................................ 1

2 Interpreting skewness and kurtosis statistics ..................................................................... 1

3 Statistical tests of the assumption of normality ................................................................. 3

4 References .......................................................................................................................... 4

1 Introduction
This note extends the discussion in Chapter 13 on testing the assumption that a metric
variable is normally distributed. In that chapter we stressed the importance of a thorough
visual inspection of the shape of the variable’s distribution using histograms and/or box plots.
Here we will look at two other approaches mentioned in Chapter 13:

 Interpreting skewness and kurtosis statistics

 Statistical testing of the assumption of normality

2 Interpreting skewness and kurtosis statistics

As we explained in Chapter 13, in addition to visual inspection, you can calculate summary
statistics that measure skewness and kurtosis. For both measures, a perfectly normal
distribution should return a score of 0. Otherwise:

 A positive skewness value indicates positive (right) skew; a negative value indicates
negative (left) skew. The higher the absolute value, the greater the skew.
 Similarly, a positive kurtosis value indicates positive kurtosis; a negative one
indicates negative kurtosis. The higher the absolute value, the greater the kurtosis.

It is more difficult to determine how extreme either the skewness or the kurtosis values must
be before they indicate a problem for the assumption of normality.

Management Research: Applying the Principles © 2015 Susan Rose, Nigel Spinks & Ana Isabel Canhoto 1
Specialist statistics packages such as SPSS report a statistic called the standard error for both
the skewness and kurtosis scores. This allows a simple rule of thumb to be applied. If you
divide either score by its standard error and the result is greater than ±1.96, it suggests that
your data are not normal with respect to that statistic. An example of SPSS output for
skewness and kurtosis tests from a sample of test scores is given in Figure 1. Skewness and
kurtosis are both positive, indicating that the data are slightly right-skewed and peaked
(leptokurtic) compared to a normal distribution. Applying the rule of thumb of dividing each
value by its standard error (Std. Error), gives 0.76 for skewness and 0.68 for kurtosis, both
well within ±1.96 limits, suggesting that the departure from normality is not too extreme.
This is confirmed by visual inspection of the histogram of the same data shown in Figure 2.
This is a rather crude test as it is affected by the size of the sample (for larger samples, a
threshold of ±2.58 can be used) so it should always be complemented by visual inspection.

Figure 1 – Skewness and kurtosis (SPSS output)

Figure 2 – Histogram with normal curve plotted (SPSS output)

Management Research: Applying the Principles © 2015 Susan Rose, Nigel Spinks & Ana Isabel Canhoto 2
3 Statistical tests of the assumption of normality
You can also use the Kolmogorov-Smirnov (K-S) and the Shapiro-Wilk (S-W) tests to test
the assumption that your sample data are drawn from a normally-distributed population. Both
require interval data and can be run in SPSS. Both test the null hypothesis that the data come
from a normally-distributed population. The alternate hypothesis is therefore that the data
come from a population that is not normally distributed. Consequently, if the results of either
test are significant (e.g. p<0.05) rejecting the null hypothesis means rejecting the assumption
of normality for the distribution.

A typical use of the Kolmogorov-Smirnov and the Shapiro-Wilk tests is to check assumptions
of normality required by other statistical tests to be used later in your analysis. Both tests are
sensitive to the size of the sample: with a large sample even small deviations from normality
will be reported as significant. As a result, both tests should always be used in conjunction
with visual inspection of histograms and skewness and kurtosis measures. Field (2013: 185)
offers the following advice when reviewing statistical tests of normality: ‘always plot your
data as well and try to make an informed decision about the extent of non-normality based on
converging evidence.’ In other words, do not be over-reliant on tests such as Kolmogorov-
Smirnov and Shapiro-Wilk. If, however, the assumption of normality has to be rejected,
subsequent significance testing should be done using methods that do not require normality
(e.g. non-parametric tests). An alternative strategy is to manipulate the dataset to make its
distribution more normal. Such procedures are beyond the scope of this chapter but
introductions are given by both Field (2013) and Pallant (2013).

Figure 3 shows an example of the SPSS output of the Kolmogorov-Smirnov and the Shapiro-
Wilk tests. For both tests the p-value is greater than 0.05 so we would accept the null
hypothesis that the data come from a normally-distributed population.

Figure 3 – SPSS output for Kolmogorov-Smirnov and Shapiro-Wilk tests of normality

Management Research: Applying the Principles © 2015 Susan Rose, Nigel Spinks & Ana Isabel Canhoto 3
3.1 Running the K-S and S-W tests in IBM SPSS Statistics

If you are using SPSS, you can run the K-S and S-W tests using the following procedure:

1. Select Analyze > Descriptive Statistics > Explore.

2. In the dialogue box, send the variables to be tested to the Dependent List box.
3. Click Plots and select Normality plots with tests. Click Continue.
4. Click OK to run the tests. Output will be in the same form as Figure 3.

(For more guidance on using SPSS see the introductory guide on the companion website.)

4 References
Field, A. (2013). Discovering statistics using SPSS. 4th ed. London: Sage.

Pallant, J. (2013). SPSS survival manual. 5th ed. Buckingham: Open University Press.

Management Research: Applying the Principles © 2015 Susan Rose, Nigel Spinks & Ana Isabel Canhoto 4