Normality Testing

There are many algorithms for testing the normality of a data set.
Some of the tests include:

1. Kolmogorov-Smirnov test
2. Lilliefors test
3. Shapiro-Wilks’ W test

Shapiro-Wilks test seems to the best because of its good power properties. But, Kolmogorov-Smirnov test is easier to implement.