The Test of Univariate Normality and Multivariate Normality Based on R Language

Abstract

The normal distribution is a widely used distribution and has a very important probability distribution in the fields of mathematics, physics and engineering. In natural and social phenomena, a large number of random variables obey or approximately obey the normal distribution, so it is always customary to assume that they are in line with normality when doing data analysis, but whether the assumption is true or not depends on the normality of test. Therefore, the judgment method of normal distribution is also particularly important. This paper proposes corresponding test methods for univariate normality and multivariate normality under the premise of R language.