Click the link below and save the following JMP file to your Desktop:
Proceed as in the Histogram tutorial to get the following JMP output:
Click the red down arrow next to Percent and select Normal Quantile Plot (JMPs terminology for the Normal Probability Plot):
You should see:
Goodness of Fit Test
Click the red down arrow next to Percent and select Continuous Fit, then select Normal:
You should now see the following additional output on the far right:
Click the red down arrow next to Fitted Normal and select Goodness of Fit:
You should now see:
The smaller the number under Prob<W, the less likely it is that
the data comes from a normal distribution.
In this case - since Prob<W is equal to 0.0002 - we see that the data are not likely to have come from a normal distribution.