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Testing for Normality

I wanted to obtain Shapiro Wilks Test for a distribution but I cannot obtain it. I tried the method posted on the discussion about legacy fitters. That only gives me KSL test. Otherwise if I do not use legacy fitters it gives me Anderson-Darlling test. My sample size is extremely large, >30k, not sure if that has anything to do with it. Thank you for help

AnalyticsRe: Testing for Normality

For the legacy distributions, the Shapiro-Wilk test for normality is reported when the sample size is less than or equal to 2000. The KSL test is computed for samples that are greater than 2000.  When the sample size is large, the Shapiro-Wilk test has a large power. Hence any small difference between your distribution and the null hypothesis is meaningful and leads to a rejection of the null hypothesis.

Re: Testing for Normality

Anderson-Darling is a more powerful test and is the one we suggest be used.

Re: Testing for Normality

I am confused on how to interpret it. All my Anderson-Darling p-values for ~50 variables are significant but the distributions of many of them look normal....

Re: Testing for Normality

@tonya_mauldin explained this very well when the changes were first made in a JMP Blog post.