Using Excel to conduct normality test

 

Suppose we have these 10 values:

5.62

7.19

14.69

17.94

23.74

31.52

31.71

35.31

39.21

39.91

 

1)     Type them into column A from A1 through A10.

2)     In cell A11 type =average(a1:a10) . (Don’t forget the = sign.) In cell A12 type =stdev(a1:a10) . This gives you the mean and standard deviation of your data.

3)     In cell B1 type =(a1-a$11)/a$12 . The $ fixes the row location. Drag and drop B1 through B10. This gives the Z values.

4)     In cell C1 type =normsdist(b1) . Drag and drop C1 through C10. This gives F(z).

5)     In cells J1 through J10 type the numbers 1 through 10. Then in cell D1 type =j1/10 . Drag and drop through D10. This gives S(z).

6)     In cell E1 type =D1-1/10 . Drag and drop through E10. This gives S’(z).

7)     In cell F1 type =max(abs(c1-d1),abs(c1-e1)) . Drag and drop through F10. This gives max D.

8)     In cell F11 type =max(f1:f10) . This gives the test statistic.

 

Here is how your spreadsheet should look (accurate to 4 decimals):

5.62

-1.4929

0.0677

0.1

0

0.0677

7.19

-1.3700

0.0853

0.2

0.1

0.1147

14.69

-0.7826

0.2169

0.3

0.2

0.0831

17.94

-0.5281

0.2987

0.4

0.3

0.1013

23.74

-0.0739

0.4705

0.5

0.4

0.0705

31.52

0.5353

0.7038

0.6

0.5

0.2038

31.71

0.5502

0.7089

0.7

0.6

0.1089

35.31

0.8321

0.7973

0.8

0.7

0.0973

39.21

1.1375

0.8723

0.9

0.8

0.0723

39.91

1.1924

0.8834

1

0.9

0.1166

24.684

 

 

 

 

0.2038

12.7696

 

 

 

 

 

 

You’ll note that the test statistic of 0.2038 is slightly different than that of 0.2054 computed in class. This is because we rounded our Z values to 2 decimals in order to use the Z tables. Of course, there is no such need to do that in Excel.