The relevant target depends on the analysis: normality may be considered for observed data, model errors, or a sampling distribution such as sample means. These are not interchangeable checks. In linear regression, the assumption concerns errors, while inference involving means may depend more directly on the distribution of the sample means.
The central limit theorem provides a rationale for modeling sample means with a normal distribution in many applications. This matters because the assumption may concern the sampling distribution rather than each individual observation. Consequently, researchers distinguish the behavior of single data values from the distribution used to support statistical inference about means.
Substantial departures can make the expected model less appropriate for a statistical procedure, reducing confidence in the resulting estimates or inferences. The concern is therefore not simply whether every value follows a perfect bell-shaped pattern. Researchers evaluate whether the departure is large enough to justify transforming the data or choosing an alternative technique.
Assessment can combine graphs, summary statistics, and formal normality tests. Graphs provide a visual view of the distribution, summary statistics describe its numerical characteristics, and formal tests provide a structured assessment. Using these approaches before analysis helps researchers judge whether the assumption is reasonable for the data, errors, or sampling distribution under study.
Researchers examine the assumption before applying procedures such as t-tests, analysis of variance, and confidence intervals because these methods rely on an appropriate distributional model for their estimates and inferences. When normality is reasonable, the procedures can support reliable conclusions. If departures are substantial, the analysis may need modification.
Two responses supported by the statistical framework are transforming the data or using an alternative technique. A transformation changes the scale on which the analysis is conducted, whereas an alternative method avoids relying on the same assumption. The choice follows an assessment of the departure and the requirements of the intended analysis.