摘要:数据的正态性是数理统计中区间估计、假设检验等理论的基础，另外在方差分析、回归分析等分析中都需要首先检验待分析的数据是否符合正态。数据的正态性检验是进行大部分统计分析的第一步。文章介绍了三种常用的正态性检验的方法——概率纸法、拟合检验法、偏度峰度联合检验法，同时分别对这三种检验方法的优缺点进行了比较。

关键词：正态性检验；概率纸；拟合；偏度；峰度

Abstract:Normality of the data is the basis of the theory such as interval estimation and hypothesis testing in the mathematical statistics .In addition,it is the first step to check up whether the analyzed data is fitted normal distribution or not.The test of normality is the first step in the most of statistical analysis.The article  introduces three common methods of test of normality.They are probability plots, simulation,the test of skewness and kurtosis.At the same time,this article also compares the advantages and shortcomings of these three methods.

Key Words:  test of normality; probability plots;  simulation ; skewness ;kurtosis.