Using SAS and JMP to check if x and y ~ N Normal option generates Shapiro Wilks Stats Double click here Shapiro Wilks Stat for x, price charged Look at p value. If p value >5% then likely that data follows a normal distribution. Do the same for y (here quantity sold, SAS variable name Q) Double click here Again compare reported p value to alpha of 5%. If greater than 5% cannot reject null that Q “follows a normal distribution”. In JMP Open table I have exported SAS workfile to JMP Click analyze Select distribution Highlight P and Q (the two variables being correlated in this problem) Finish selection by clicking on columns box Stack diagrams horizontally Select normal Go to fit distribution Right click on fitted normal Select goodness of fit Will find same p values found on SAS