Posted by Steve McCormack on April 08, 1998 at 13:37:09:
I am not a mathematician but need help in applied statistics.
Does anyone know of a simple statistical test (or combination of tests) that will score how closely a set of data matches the frequency distribution of the normal distribution. ? I'm aware of the histogram but that only gives a visual cue as to its shape, not a discrete numeric scoring of the entire dataset, plus the shape you get is driven by the bin size you choose.
The test I'm after would return a perfect score of say 1.0 when given data that exactly matches the frequency distribution of a normal distribution. Conversely, it would also return a zero (the worst score possible) when given data that is as anti-gaussian as you can get.
Any help would be appreciated.