StATS: Are we assuming a normal sample or a normal population? (created 2007-08-30)

Dear Professor Mean, I'm fitting an ANOVA model to a sample of 25 observations, and the data is quite skewed. I'm quite worried about this, but my husband reassures me that this is not a problem. He says that the assumption is that the population is normal, not the sample. Should I listen to him?

As a husband myself, my every fiber wants to scream out YES, ALWAYS LISTEN TO THE HUSBAND!! THE HUSBAND IS ALWAYS RIGHT!! But unfortunately, I can't say this.

Your husband is technically, correct. The ANOVA model does indeed assume that the population of residuals is normally distributed. There is a possibility that the sample of residuals could indeed be skewed, but still could come from a symmetric population. But how likely is this? You can get a rough feel for this by taking repeated samples of 25 normally distributed random variables and drawing a histogram. I did this below.

Notice a slightly skewed pattern once in a while (such as in the lower right corner). But in general, the sample of 25 does not appear to have marked departures from symmetry. There are other things that you see from time to time like a bimodal pattern. If you've done enough data analysis, you get used to seeing a few minor departures from normality and these sorts of things don't really faze you. What is lacking in these graphs is a marked departure from normality.

If your sample of 25 residuals shows a dramatic degree of skewness, that's a fairly good indicator that the underlying population of residuals is not normal.

Perhaps I can avoid problems with the HCDNWS (Husbands Can Do No Wrong Society) by pointing out that the assumption of normality is not terribly critical in most settings. This is because of the Central Limit Theorem, which comforts us by reminding us that even non-normal populations can produce reasonably normal looking averages if the sample size is large enough. And it is the distribution of the averages that influences the validity of ANOVA. How large is large enough? There is no answer that works in all situations. It depends a lot on how extremely different the population distribution for individual items departs from normality.

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