Normality Assessment and Anomaly Detection

This chapter introduces methods for examining deviations from normal distributions, including statistical tests of normality and outlier detection. Normality tests include the Shapiro-Wilk test, the Anderson-Darling Test, the Jarque-Bera Test, the Anscombe-Glynn Test, the Geary and Bonnet-Seier Tests, the D'Agostino Test, and the Kolmogorov-Smirnov Test. Outlier detection techniques include plotting procedures, descriptive statistic rules of thumb, and formal statistical tests including Grubbs' Outlier Test and Rosner's Outlier Test.