JMASM 49: A Compilation of Some Popular Goodness of Fit Tests for Normal Distribution: Their Algorithms and MATLAB Codes (MATLAB)

Abstract

The main purpose of this study is to review calculation algorithms for some of the most common non-parametric and omnibus tests for normality, and to provide them as a compiled MATLAB function. All tests are coded to provide p-values for those normality tests, and the proposed function gives the results as an output table.