A Brief Review of Tests for Normality

In statistics it is conventional to assume that the observations are normal. The entire statistical framework is grounded on this assumption and if this assumption is violated the inference breaks down. For this reason it is essential to check or test this assumption before any statistical analysis of data. In this paper we provide a brief review of commonly used tests for normality. We present both graphical and analytical tests here. Normality tests in regression and experimental design suffer from supernormality. We also address this issue in this paper and present some tests which can successfully handle this problem.