There are several ways to verify that the residuals follow a normal distribution:
\bi Kolmogorov-Smirnov test \item Normal probability plot \ei
Details
Kolmogorov-Smirnov: Compares data to a theoretical distribution $$ F_n(x) := \frac{1}{n} \sum_{i=1}^n I_{[x_i,\infty)} (x) \textrm { for } x\in \mathbf{R} $$ $$ H_0: \text{The data follows the reference distribution.} $$ $$ H_1: \text{The data does not follow the reference distribution.} $$
The statistic: $$ D := \sup_x|F_n(x) - F(x)|. $$ The Null-hypothesis should be rejected if p-value<$\alpha$.
Normal probability plot: If the data are normal the points should lie close to the line on the plot.
Examples
{\bf Example - beer} \\ We perform the Kolmogorov-Smirnov test using the ks.test() in R. \begin{verbatim} ks.test(resid) # resid are the residuals \end{verbatim}
We make a normal probability pot using the qqnorm() function in R. We add a line to the plot using the qqline() function. \begin{verbatim} qqnorm(resid) qqline(resid) \end{verbatim}