WSTATISTIC procedure

Calculates the Shapiro-Wilk test for Normality (R.W. Payne).

Option

PRINT = strings

What to print (test); default test

Parameters

DATA = variates

Samples of data to be tested for Normality

W = scalars

Saves the Shapiro-Wilk W statistic for each sample

PROBABILITY = scalars

Saves the probability for W under the assumption that the data are Normal

Description

WSTATISTIC uses the Shapiro-Wilk test to assess whether a sample of data comes from a Normal distribution. The data values must be supplied, in a variate, using the DATA parameter. By default WSTATISTIC prints the statistic, W, with its probability value under the assumption that the data are Normal. (So a low probability indicates that the data are unlikely to be from a Normal distribution.) The printed output can be supressed by setting option PRINT=*. The test statistic can be saved, in a scalar, using the W parameter, and its probability can similarly be saved using the PROBABILITY parameter.

Option: PRINT.

Parameters: DATA, W, PROBABILITY.

Method

WSTATISTIC calculates the statistic and its probability using the methods

of Royston (1993, 1995).

Action with RESTRICT

The DATA variate can be restricted to assess a subset of the data.

References

Royston, P. (1993). A toolkit for testing for non-normality in complete and censored samples. The Statistician, 42, 37-43.

Royston, P. (1995). A remark on Algorithm AS 181: the W-test for Normality. Applied Statistics, 44, 547-551.