The article is devoted to normality assumption in statistical data analysis. It gives a short historical review of the development of scientific views on the normal law and its applications. It also briefly covers normality tests and analyzes possible consequences of using the normality assumption incorrectly.

We introduce a new class of functions called almost gs-closed and use the functions to improve several preservation theorems of normality and regularity and also their generalizations. The main result of the paper is that normality and weak normality are preserved under almost gs-closed continuous surjections.

An ample study of the comparative powers of a number of omnibus multivariate normality tests is main object in this paper. Since testing for multivariate normality tests is considerably more challenging process than for testing of univariate one and therefore, study of testing for multivariate normality tests has its increasing demand. Through this paper, we have explored several techniques for...