Normal scores, normal plots, and tests for normality

In this article we develop new plotting positions for normal plots. The use of the plots usually centers on detecting irregular tail behavior or outliers. Along with the normal plot, we develop tests for various 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. Convergence to the limiting distributions is slow, so finite sample corrections are included to make the tests useful for small sample sizes.