On the Probability Distribution of Earth Orientation Parameters DataEarth Orientation Parameters (EOPs), i.e. pole coordinates (xp, yp), Universal Time (UT1-UTC), and celestial pole offsets (dX, dY), are the transformation parameters between the International Terrestrial Reference Frame (ITRF) and the International Celestial Reference Frame (ICRF). It is customarily assumed that each of the EOP time series follows the normal distribution. The normality assumption has been used specifically in EOP prediction studies. The objective of this paper is to investigate the normality hypothesis in detail. We analysed the daily time series of xp, yp, UT1-UTC, length-of-day (Δ), dX, and dY in the time interval from 01.01.1962 to 31.12.2008. The UT1-UTC data were transformed to UT1R-TAI by removing leap seconds and the tidal signal using the IERS model. The tidal effects δΔ were also removed from the Δ time series and Δ - δΔ data were obtained. Furthermore, we constructed the residuals of these time series using least-squares fit. We evaluated the skewness and kurtosis and tested their statistical significance by the D'Agostino and the Anscombe-Glynn tests, respectively. In addition, the Anderson-Darling test for the normal distribution was applied. It was found that the xp, yp time series and their residuals slightly depart