Bm. Brown et Tp. Hettmansperger, NORMAL SCORES, NORMAL PLOTS, AND TESTS FOR NORMALITY, Journal of the American Statistical Association, 91(436), 1996, pp. 1668-1675
In this article we develop new plotting positions for normal plots. Th
e use of the plots usually centers on detecting irregular tail behavio
r or outliers. Along with the normal plot, we develop tests for variou
s departures from normality, especially for skewness and heavy rails.
The tests can be considered as components of a Shapiro-Wilk type test
that has been decomposed into different sources of nonnormality. Conve
rgence to the limiting distributions is slow, so finite sample correct
ions are included to make the tests useful for small sample sizes.