Hi andye

I do not know any CPAN module that implements a normality test. However, if you decided to write your own, you could try implementing the Person's Chi square test. One way of implementing this test could be by combining the Statistics::ChiSquare module with the Statistics::Distributions module.

Good luck!

Currently the ChiSquare module assumes that the data you're testing is meant to be evenly distributed. I've wanted to make that configurable for a long time, so if anyone can come up with a nice way of doing it, I would be delighted to apply your patch.

I also need to hack on it to support more degrees of freedom.

It looks like it may be a trade-off between calling R or coding the algorithm yourself, and a smashing opportunity to write a module:-). Among the options for tests of normality you might consider Shapiro-Wilk, (there is a link to a Fortran version of the algorithm in the Wikipedia article), and the popular Kolmogorov-Smirnov test. The K-S is generalizable to many distributions, but may be more of a pain to implement than Shapiro-Wilk. I would recommend steering clear of the Anderson-Darling test, as it is overly sensitive with sample sizes greater than about 25 (as mentioned in Wikipedia).

If you do roll your own, PDL is great for stats.

Many thanks to all who replied in this thread.

Best wishes, andye