Shapiro-Wilk W Test
The Shapiro-Wilk W test is
used in testing for normality. If the W statistic is significant, the
hypothesis that the respective distribution is normal should be rejected.
The Shapiro-Wilk W test is the
preferred test of normality because
of its good power properties as compared to a wide range of alternative
tests (Shapiro, Wilk, & Chen, 1968). STATISTICA
implements an extension to the test described by Royston (1982), which
enables it to be applied to large samples (with up to 2,000 observations;
Statistics). See also Kolmogorov-Smirnov
Test and Lilliefors Test.