Class ShapiroWilkDistribution

  • All Implemented Interfaces:
    ProbabilityDistribution

    public class ShapiroWilkDistribution
    extends Object
    implements ProbabilityDistribution
    Shapiro-Wilk distribution is the distribution of the Shapiro-Wilk statistics, which tests the null hypothesis that a sample comes from a normally distributed population.

    This is an implementation of ALGORITHM AS R94. Although our implementation allows for sample size > 5000, its validity is not rigorously established.

    See Also:
    • Patrick Royston, "A Remark on Algorithm AS 181: The W Test for Normality," Applied Statistics, 44, 547-551, 1995.
    • Patrick Royston, "Approximating the Shapiro-Wilk W-test for non-normality," Statistics and Computing, Volume 2, Number 3, 117-119.
    • Patrick Royston, "Algorithm AS 181: The W Test for Normality," Applied Statistics, 31, 176-180, 1982.
    • Wikipedia: Shapiro-Wilk test