Shapiro-Wilk Test Formula:
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The Shapiro-Wilk test is a statistical test of normality. It determines whether a given sample of data comes from a normally distributed population. The test statistic W quantifies how well the data fits a normal distribution.
The calculator uses the Shapiro-Wilk formula:
Where:
Explanation: The numerator is a weighted sum of the ordered data, squared. The denominator is the sum of squared deviations from the mean. W values close to 1 indicate normality.
Details: Many statistical tests assume normally distributed data. The Shapiro-Wilk test helps verify this assumption before applying parametric tests.
Tips: Enter your sample data points separated by commas or spaces. The calculator works best with sample sizes between 3 and 5000. Results are more reliable with larger samples.
Q1: What does the W statistic mean?
A: W ranges from 0 to 1, with values closer to 1 indicating better fit to normality. Small W values suggest non-normal data.
Q2: What sample size is appropriate?
A: The test works for 3-5000 samples, but is most reliable for 20-50 samples. Very large samples may detect trivial deviations from normality.
Q3: How to interpret the p-value?
A: A p-value < 0.05 typically indicates non-normal data. However, this calculator provides W only; exact p-values require coefficient tables.
Q4: What are alternatives to Shapiro-Wilk?
A: Kolmogorov-Smirnov, Anderson-Darling, and D'Agostino-Pearson tests are other normality tests.
Q5: When is normality testing most important?
A: Crucial for small samples in parametric tests (t-tests, ANOVA). Less critical for large samples due to Central Limit Theorem.