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Approximating the Shapiro-Wilk W-test for non-normality
Authors:Patrick Royston
Affiliation:(1) Department of Medical Physics, Royal Postgraduate Medical School, Ducane Rood, W12 0NN London
Abstract:A new approximation for the coefficients required to calculate the Shapiro-WilkW-test is derived. It is easy to calculate and applies for any sample size greater than 3. A normalizing transformation for theW statistic is given, enabling itsP-value to be computed simply. The distribution of the new approximation toW agrees well with published critical points which use exact coefficients.
Keywords:Non-normality  Shapiro-WilkW-test
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