ABSTRACT
In SAS the normal option in PROC UNIVARIATE tests the null hypothesis that the sample data represents a random sample from a normal distribution. Two statistical tests may be performed by PROC UNIVARIATE depending upon the sample size. If the sample size is >2000 then the Kolmogorov test is used, denoted as D:Normal in the SAS output. With smaller samples the Shapiro-Wilk test is used, denoted by W:Normal in the SAS output.
