DistributionFitTest

DistributionFitTest[data] tests whether data is normally distributed.

DistributionFitTest[data, dist] tests whether data is distributed according to dist.

DistributionFitTest[data, dist, "property"] returns the value of "property".

Examples

Test for normality:

data = RandomVariate[NormalDistribution[], 100];
DistributionFitTest[data]
(* p-value *)

Test against specific distribution:

DistributionFitTest[data, ExponentialDistribution[1], "PValue"]

Please visit the official Wolfram Language Reference for more details.