检验数据是否符合正太分布

import numpy as np
import matplotlib.pyplot as plt
import scipy.stats as stats
import pandas as pd
 
# additional packages
from statsmodels.stats.diagnostic import lillifors
 
def check_normality():
    '''Check if the distribution is normal.'''
     
    # Set the parameters
    numData = 1000
    myMean = 0
    mySD = 3
     
    # To get reproducable values, I provide a seed value
    np.random.seed(1234)  
     
    # Generate and show random data
    data = stats.norm.rvs(myMean, mySD, size=numData)
    fewData = data[:100]
    plt.hist(data)
    plt.show()
 
    # --- >>> START stats <<< ---
    # Graphical test: if the data lie on a line, they are pretty much
    # normally distributed
    _ = stats.probplot(data, plot=plt)
    plt.show()
 
    pVals = pd.Series()
    pFewVals = pd.Series()
    # The scipy normaltest is based on D-Agostino and Pearsons test that
    # combines skew and kurtosis to produce an omnibus test of normality.
    _, pVals['Omnibus']    = stats.normaltest(data)
    _, pFewVals['Omnibus'] = stats.normaltest(fewData)
 
    # Shapiro-Wilk test
    _, pVals['Shapiro-Wilk']    = stats.shapiro(data)
    _, pFewVals['Shapiro-Wilk'] = stats.shapiro(fewData)
     
    # Or you can check for normality with Lilliefors-test
    _, pVals['Lilliefors']    = lillifors(data)
    _, pFewVals['Lilliefors'] = lillifors(fewData)
     
    # Alternatively with original Kolmogorov-Smirnov test
    _, pVals['Kolmogorov-Smirnov']    = stats.kstest((data-np.mean(data))/np.std(data,ddof=1), 'norm')
    _, pFewVals['Kolmogorov-Smirnov'] = stats.kstest((fewData-np.mean(fewData))/np.std(fewData,ddof=1), 'norm')
     
    print('p-values for all {0} data points: ----------------'.format(len(data)))
    print(pVals)
    print('p-values for the first 100 data points: ----------------')
    print(pFewVals)
     
    if pVals['Omnibus'] > 0.05:
        print('Data are normally distributed')
    # --- >>> STOP stats <<< ---
     
    return pVals['Kolmogorov-Smirnov']
     
if __name__ == '__main__':
    p = check_normality()   
    print(p)