Shapiro-Wilk W Test

The Shapiro-Wilk W test is used in testing for normality. If the W statistic is significant, then 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 allows it to be applied to large samples (with up to 2,000 observations; see Basic Statistics). See also Kolmogorov-Smirnov Test and Lilliefors Test.