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Approximating the Shapiro-Wilk W-test for non-normality

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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.

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Authors and Affiliations

  1. Department of Medical Physics, Royal Postgraduate Medical School, Ducane Rood, W12 0NN, London

    Patrick Royston

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  1. Patrick Royston
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Royston, P. Approximating the Shapiro-Wilk W-test for non-normality. Stat Comput 2, 117–119 (1992). https://doi.org/10.1007/BF01891203

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  • DOI: https://doi.org/10.1007/BF01891203

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