Are GPS data normally distributed?

Knowledge of the probability density function of the observables is not needed to routinely apply a least-squares algorithm and compute estimates for the parameters of interest. For the interpretation of the outcomes, and in particular for statements on the quality of the estimator, the probability density has to be known. A variety of tools and measures to analyse the distribution of data are reviewed and applied to code and phase observables from a pair of geodetic GPS receivers. As a conclusion the normal probability density function turns out to be a reasonable model for the distribution of GPS code and phase data, but this may not hold under all circumstances.