Shapiro-Wilk test
From Augix' Wiki
In statistics, the Shapiro-Wilk test tests the null hypothesis that a sample x1, ..., xn came from a normally distributed population. It was published in 1965 by Samuel Shapiro and Martin Wilk.
The test statistic isTemplate:Fact
The user may reject the null hypothesis if W is too small.Template:Fact
References
- 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. [1]
- Algorithm AS R94 (Shapiro Wilk) FORTRAN code
- Shapiro-Wilk Normality Test in CRAN
- C code in CRAN (look for swilk.c)
