Dear Özgür

On Wed, Jun 20, 2012 at 7:37 AM, Özgür Asar <oa...@metu.edu.tr> wrote:
> Why do you prefer robust methods in the example of Noor and why you need
> exact normality here?
>
The idea is that when you do hypothesis testing to check whether a
given distribution is normal, the results are rarely informative:
- if you do not reject the null:  you couldn't find sufficient
evidence to reject normality, but you don't know what distribution
your data follows. You cannot conclude from this result that your data
is normal.
- if you reject the null: according to the assumptions of the specific
test chosen, you find that your distribution doesn't follow normality.
But you still don't know what distribution it follows.

And at this point you should decide whether you want to check for
"exact" normality, which no distribution conforms to, or "approximate"
normality. Again, see ?SnowsPenultimateNormalityTest and the numerous
comments of Greg Snow on this subject on r-help. For example [1]. I
also like Uwe Liggs take here [2] (which largely inspired my comments
above).

Regards
Liviu

[1] http://tolstoy.newcastle.edu.au/R/e13/help/11/01/0440.html
[2] http://tolstoy.newcastle.edu.au/R/e8/help/09/12/6955.html

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