# Fit to a normal distribution

I have some data points and, when I plot them on R, it looks like a normal distribution. I want to know how well my data fits the normal distribution. What kind of test should I do ?

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(I see that Eric Tressler already mentioned the Wikipedia article before I posted my answer.) Just what sort of plot you did in R is not specified. –  Michael Hardy May 5 '11 at 19:40

The Wikipedia article titled Normality test lists these frequentist tests: D'Agostino's K-squared test, the Jarque–Bera test, the Anderson–Darling test, the Cramér–von-Mises criterion, the Lilliefors test for normality (itself an adaptation of the Kolmogorov–Smirnov test), the Shapiro–Wilk test, the Pearson's chi-square test, and the Shapiro–Francia test.

All but one of those link to Wikipedia articles.

Some Bayesian tests are also mentioned.

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