Welcome to the JMP Community.
Analysis of a Normal Distribution is available in base JMP using the Distribution Platform
Analyze=>Distribution
If you need to find a feature of JMP, you can also use Search JMP (JMP17 ->). Open your table, go to Help/Search JMP
Try to guess a search term (Normal is good starting point), pick something which could fit (Fit Normal)
and press Go.
It will open the correct platform for you to input in columns (and on the top guide where you can do the analysis)
By pressing OK you launch the analysis and the path is pre-configured for you, so in this case you will get normal distribution fitted to your data
Further details on assessing Normality via Shapiro-Wilk W test can be found in this introductory video by @julian :
https://www.jmp.com/en_us/learning-library/topics/probabilities-and-distributions/assessing-normalit...
with a current version of Jmp, Anderson Darling A² can be calculated as well via the Distribution Platform:
Open( "$SAMPLE_DATA/Car Physical Data.jmp" );
Distribution(
Continuous Distribution(
Column( :Weight ),
Horizontal Layout( 1 ),
Vertical( 0 ),
Process Capability( 0 ),
Normal Quantile Plot( 1 ),
Fit Normal( Goodness of Fit( 1 ) )
),
Continuous Distribution(
Column( :Displacement ),
Horizontal Layout( 1 ),
Vertical( 0 ),
Process Capability( 0 ),
Normal Quantile Plot( 1 ),
Fit Normal( Goodness of Fit( 1 ) )
)
);
unfortunately:
so let's go to Wikipedia:
https://en.wikipedia.org/wiki/Anderson%E2%80%93Darling_test