New test accurately identifies non-normal data distributions with precision.
The modified Kolmogorov-Smirnov test improves on the current method by adjusting the normal distribution to better fit the data. This adjustment helps determine if the data is truly normal or not. The test can distinguish between normal and other distributions like uniform, bi-modal, beta, exponential, and log-normal. However, it may have lower power in distinguishing between normal and student t-distributions. The test's practical significance is shown through various simulated examples.