Why? Some statistical methods, such as Student’s t-test, are based on an underlying assumption of a Gaussian distribution, but why should all continuous variables in a research project have a Gaussian distribution? The p-value from a distributional test is like all other p-values a measure of uncertainty. It cannot directly show whether or not a variable has a Gaussian distribution. Moreover, in some cases, it is not the observed variables but a derived one that is assumed to have a Gaussian distribution, as the residual of a linear model, and this can have a Gaussian distribution even when the original variables do not.
Always start a statistical analysis by checking that all continuous variables have Normal distribution.
- by ranstam