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Normality Test

1. Normality of a Variable
1.1 The assumption of normality is a prerequisite for
many inferential statistical analysis techniques.

t-test that compares the means for two

populations required
Pearsons correlation coefficient

If the variable is not normally distributed, we have to

resort to nonparametric test

Mann-Whitney U test
Kendalls tau-b correlation coefficient

1.2 Normality tests

Kolmogorov-Smirnow test
Shapiro-Wilk statistic test
Jarque-Bera test

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The first two are available in SPSS. For sample size

less than 100, Shapiro-Wilk test is the better of the
two.

Ho: The variable is normally distributed

Ha: The variable is not normally distributed

Decision rule:
Fix your . Say, =0.05
Reject Ho if p < .

1.3 Access the bankloan.sav data file.

Click Analyze Descriptive statistics Explore

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Move Household income into the dependent list.

Click Plots.

Specify:

Click Continue OK.

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Tests of Normality
Kolmogorov-Smirnova Shapiro-Wilk
Statisti df Sig. Statisti df Sig.
c c
Household income
.197 850 .000 .672 850 .000
in thousands
a. Lilliefors Significance Correction

From the Kolmogorov-Smirnov test result, we can reject

the Ho. So, the household income variable is non-
normality distributed.

2. Normality by Group

2.1 It is sometimes necessary to examine the normality of

a variable across 2 or more levels of another variable.

For example, you may wish to know if household incomes

for different level of education are normality distributed.

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2.2 Move Level of Education into the Factor List

Tests of Normality
Level of education Kolmogorov-Smirnova Shapiro-Wilk
Statistic df Sig. Statistic df Sig.
Did not complete
.200 460 .000 .650 460 .000
high school
Household High school degree .162 235 .000 .786 235 .000
income in Some college .146 101 .000 .812 101 .000
thousands College degree .279 49 .000 .522 49 .000
Post-undergraduate
.200 5 .200* .934 5 .625
degree
*. This is a lower bound of the true significance.
a. Lilliefors Significance Correction

Interpret the results.

VENUS KHIM-SEN LIEW 2013