How Normal is Normal?
2000-10-11
If you have a histogram from a small sample, how can you decide if it
could have come from a Normal Distribution? One way to get a feeling
for this is to generate some Normal data on the computer, plot the
histograms, and see what they look like. Here I have used R to
generate and plot histograms from 10 standard normal samples, each
with n = 20 observations. Note that most are not symmetrical and some
are quite jagged. Try this yourself, then repeat for n = 100 and n =
1000. How large do you think n needs to be if you want to assess
normality?
