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Shapiro-Wilk


General Notes
 
Per Fundamental Concepts in the Design of Experiments (Hicks), "the Shapiro-Wilk test is one of the most powerful tests of normality when the sample size is less than 50."


From NIST - Shapiro-Wilk:
"The Shapiro-Wilk test, proposed in 1965, calculates a W statistic that tests whether a random sample, x1, x2, ..., xn comes from (specifically) a normal distribution . Small values of W are evidence of departure from normality and percentage points for the W statistic, obtained via Monte Carlo simulations, were reproduced by Pearson and Hartley (1972, Table 16). This test has done very well in comparison studies with other goodness of fit tests."

 

Assumptions
 


 


References

NIST - Shapiro-Wilk test description

Wikipedia - Shapiro-Wilk

Shapiro, S. S. and Wilk, M. B. (1965). "An analysis of variance test for normality (complete samples)", Biometrika, 52, 3 and 4, pages 591-611.



 
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