or Lilliefors extension of the Kolmogorov-Smirnov test,
or the Chi-square goodness of fit test
Lilliefors: Conover, W. J. Practical Nonparametric Statistics. New York: John Wiley,1971. p. 302
Chi-square: Hays, W. L. Statistics for the Social Sciences. Second edition. New York: Holt, Rinehart, and Winston, 1973. p. 725
SPSS: NPAR
Lilliefor's:
SAS: UNIVARIATE
Chi -square:
SPSS: NPAR
SAS: FREQ
see also: Skewness, Kurtosis