JMP Leaders Address Fear of Non-Normal Errors in Statistical ProceduresJohn Sall and Bradley Jones have a piece in the latest issue of the Joint Newsletter of the SPES and Q&P Sections of the American Statistical Association.
Their article has the amusing title "Leptokurtosiphobia: Irrational Fear
of Non-Normality." Sall and Jones write that "agonizing over normal probability plots and tests of residuals might be a waste of time."
You'll find their article on page 9 of this PDF.
Sall is Executive Vice President and co-founder of SAS and principal architect of JMP; Jones is JMP's Director of Statistical R&D. Both are ASA Fellows.
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