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An Extension of Shapiro and Wilk's W Test for Normality to Large Samples

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  • J. P. Royston

Abstract

Shapiro and Wilk's (1965) W statistic arguably provides the best omnibus test of normality, but is currently limited to sample sizes between 3 and 50. W is extended up to n = 2000 and an approximate normalizing transformation suitable for computer implementation is given. A novel application of W in transforming data to normality is suggested, using the three‐parameter lognormal as an example.

Suggested Citation

  • J. P. Royston, 1982. "An Extension of Shapiro and Wilk's W Test for Normality to Large Samples," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 31(2), pages 115-124, June.
    • Handle: RePEc:bla:jorssc:v:31:y:1982:i:2:p:115-124
    DOI: 10.2307/2347973
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