Overview

Shapiro–Wilk test


Show Summary Details

Quick Reference

A test that the population being sampled has a specified distribution. It was introduced by Shapiro and Wilk in 1965. The test compares the ordered sample values with the corresponding order statistics from the specified distribution. The test is most commonly used to test for a normal distribution, in which case the test statistic, W, is given by where x(j) is the jth largest of n observations, s2 is the unbiased estimate of the population variance, and wj is a function of the means and variances and covariances of the order statistics. The Shapiro–Francia test uses a simpler substitute for wj.

In the case where the hypothesized distribution is exponential the statistic takes the simple form where is the sample mean. In this case, W is closely related to the inverse of the Darling test statistic, K, given by which, for n > 500, has an approximate normal distribution with mean n(n-1)n+1 and variance

Subjects: Probability and Statistics.


Reference entries

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.