An analysis of variance test for normality (complete samples)

From MaRDI portal
Publication:5345396

DOI10.1093/biomet/52.3-4.591zbMath0134.36501OpenAlexW2168745915WikidataQ57253423 ScholiaQ57253423MaRDI QIDQ5345396

Samuel Shapiro, Martin Wilk

Publication date: 1965

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e4a742a4f0585b4e4069726f6628f4d4285a0827



Related Items

Goodness-of-fit tests for Laplace, Gaussian and exponential power distributions based on λ-th power skewness and kurtosis, Multiscale Quantile Segmentation, Variations of QQ Plots: The Power of Our Eyes!, Penalized power properties of the normality tests in the presence of outliers, Unimodal maps perturbed by heteroscedastic noise: an application to financial systems, Tests of Normality of Functional Data, Critical value functions for likelihood-ratio tests for normality, Managing service facilities with endogenous arrival and service rates, Using kernel density estimation to model surgical procedure duration, Combining integer linear programming with a state‐of‐the‐art heuristic for the 2‐path network design problem, Visual assessment of matrix‐variate normality, Direct estimation of parameters in ODE models using WENDy: weak-form estimation of nonlinear dynamics, Local search algorithms for the composite retrieval problem, A fix‐and‐optimize heuristic for the minmax regret shortest path arborescence problem under interval uncertainty, A comparison of normality testing methods by empirical power and distribution of P -values, Shannon's Entropy and Its Generalisations Towards Statistical Inference in Last Seven Decades, Variable selection in linear-circular regression models, Ecological hazard assessment via species sensitivity distributions: The non‐exchangeability issue, Reweighted and circularised Anderson-Darling tests of goodness-of-fit, Ils-based algorithms for the profit maximizing uncapacitated hub network design problem with multiple allocation, A Normality Test for High-dimensional Data Based on the Nearest Neighbor Approach, Unnamed Item, A Berry–Esseen theorem for sample quantiles under martingale difference sequences, Conservatorship, quantitative easing, and mortgage spreads: a new multi-equation score-driven model of policy actions, Evaluating the impacts of climate change on diurnal wind power cycles using multiple regional climate models, A robust permutation test for Kendall's tau, On solving bi-objective constrained minimum spanning tree problems, Variable screening based on Gaussian centered L-moments, Switch allocation problem in power distribution systems with distributed generation, Predicting the spatial distribution of stable isotopes in precipitation using a machine learning approach: a comparative assessment of random forest variants, Comparing the performances of symmetric and asymmetric generalized autoregressive conditionally heteroscedasticity models based on long-memory models under different distributions, Recognizing distributions using method of potential functions, Atrial fibrillation through strange attractor dynamics, Fix-and-optimize metaheuristics for minmax regret binary integer programming problems under interval uncertainty, A test for normality and independence based on characteristic function, Estimation of the Generalized Lambda Distribution Parameters for Grouped Data, Nonparametric statistical analysis for multiple comparison of machine learning regression algorithms, A SIMPLE TEST OF NORMALITY FOR TIME SERIES, Goodness-of-fit tests and second-order asymptotic relations, On tests for multivariate normality and associated simulation studies, Comment: Bayesian checking of the second levels of hierarchical models, A power study of goodness-of-fit tests for multivariate normality implemented in R, A MATLAB package for multivariate normality test, Discriminating between distributions using feed-forward neural networks, Shapiro–Francia test compared to other normality test using expectedp-value, Testing uniformity based on new entropy estimators, Detection of non-Gaussianity, Tests of fit for a lognormal distribution, Comprehensive study of tests for normality and symmetry: extending the Spiegelhalter test, A Monte Carlo comparison of the Type I and Type II error rates of tests of multivariate normality, A supplement to sowey's bibliography on random number generation and related topics, A supplement to sowey's bibliography on random number generation and related topics, Power of A Class of Goodness-of-Fit Tests I, Randomness of Möbius coefficients and Brownian motion: growth of the Mertens function and the Riemann hypothesis, A Correlation Test for Normality Based on the Lévy Characterization, Testing for a unit root in a nonlinear quantile autoregression framework, Evaluating capability of a process with ordinal responses, Interval Estimation for the Correlation Coefficient, Was Quetelet’s Average Man Normal?, Testing normality in the time series of EMP indices: an application and power-comparison of alternative tests, Should the Interquartile Range Divided by the Standard Deviation be Used to Assess Normality?, The Power to See: A New Graphical Test of Normality, Exogenous and endogenous price jumps belong to different dynamical classes, A LILLIEFORS TEST OF FIT TO THE TWO-COMPONENT HOMOSCEDASTIC NORMAL MIXTURE, Skewness properties of asymmetric foems of tu1cey lambda distributions, A powerful and interpretable alternative to the Jarque–Bera test of normality based on 2nd-power skewness and kurtosis, using the Rao's score test on the APD family, Some contributions to practice of 2 × 2 contingency tables, Quadratic nuisance-parameter-free goodness-of-fit tests in the presence of location and scale parameters, A transformed quantile-quantile plot for normal and bimodal distributions, The effect of nonnormality on variables sampling plans, Powerful Goodness-of-fit Tests Based on the Likelihood Ratio, A class of invariant consistent tests for multivariate normality, Goodness-of-fit tests for parametric models based on biased samples, MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES, Factor Values Measurement and Heteroscedasticity by the Example of FEE Signal Identification, A new class of multivariate goodness of fit tests for multivariate normal mixtures, Recognizing distributions rather than goodness-of-fit testing, Calibration of posterior predictive p-values for model checking, Testing Independence via Spectral Moments, High-dimensional Varying Index Coefficient Quantile Regression Model, Normal probability plots with confidence for the residuals in linear regression, General cumulative Kullback–Leibler information, Likelihood ratio tests for multivariate normality, A truncated Cramér–von Mises test of normality, Test for comparing complete expectations of life of two groups, Testing high-dimensional normality based on classical skewness and Kurtosis with a possible small sample size, Variance stabilizing filters#, Goodness-of-fit tests for centralized Wishart processes, A Q–Q plot for detecting non-multinormality based on a normal characterization and the S–W statistic, An Appraisal and Bibliography of Tests for Multivariate Normality, Automated Algorithms for Multiscale Morphometry of Neuronal Dendrites, A new empirical likelihood ratio goodness of fit test for normality based on moment constraints, Power analysis of several normality tests: A Monte Carlo simulation study, Modified Lilliefors goodness-of-fit test for normality, Measurement of skewness and kurtosis for the generalized tukey lambda distributions, Improved bootstrap confidence intervals for the process capability indexCpk, Exhaustive Goodness of Fit Via Smoothed Inference and Graphics, The performance of univariate goodness-of-fit tests for normality based on the empirical characteristic function in large samples, A new large sample goodness of fit test for multivariate normality based on chi squared probability plots, Tests of normality: new test and comparative study, The gamma generalized linear model, log transformation, and the robust Yuen-Welch test for analyzing group means with skewed and heteroscedastic data, Normality tests for dependent data: large-sample and bootstrap approaches, Evaluation of log-transformation in assessing bioequivalence, Some p-variate adaptations of the shapiro-wilk test of normality, On combining the zero bias transform and the empirical characteristic function to test normality, Approximate lognormality of the sample semi-variogram under a gaussian process, A New Statistical Goodness-of-Fit Test Based on Graphical Representation, Efficiency of ranked set sampling in tests for normality, Graphical comparison of normality tests for unimodal distribution data, When is n large enough? Looking for the right sample size to estimate proportions, Shapiro–Wilk test for skew normal distributions based on data transformations, Testing Multivariate Normality in Series Experiments of Incomplete Blocks by Generalized Shapiro‐Wilk Test, Application of Random Coefficient Regression Model to Myopia Data: A Case Study, General bounds and inequalities in order statistics, A goodness-of-fit test for generalized error distribution, Goodness-of-fit tests based on Verma Kullback–Leibler information, Comparison of tests for bivariate normality with unknown parameters by transformation to an univariate statistic, Kolmogorov–Smirnov Test Statistic and Critical Values for the Erlang-3 and Erlang-4 Distributions, Total least squares solution for compositional data using linear models, Multicollinearity and financial constraint in investment decisions: a Bayesian generalized ridge regression, A heteroscedastic generalized linear model with a non‐normal speed factor for responses and response times, A proposal for plotting positions in probability plots, Quantile regression and variable selection for the single-index model, Detecting and removing outlier(s) in electromyographic gait-related patterns, Comparison of tests for multiple outliers when sampling from the logistic distribution, Unnamed Item, A Perceptual-Like Population-Coding Mechanism of Approximate Numerical Averaging, An estimation of Phi divergence and its application in testing normality, Unnamed Item, Testing normality based on new entropy estimators, Multivariate extension of chi-squared univariate normality test, An empirical power comparison of univariate goodness-of-fit tests for normality, A Goodness of Fit Test for Normality Based on the Empirical Moment Generating Function, A goodness of fit test for multivariate normality, Statistical assumptions underlying the fitting of the Michaelis-Menten equation, PATHWISE IDENTIFICATION OF THE MEMORY FUNCTION OF MULTIFRACTIONAL BROWNIAN MOTION WITH APPLICATION TO FINANCE, Fractal Analysis of Pi Normality, Residuals in tests for adequacy of regression relationships, Agricultural Insurance Ratemaking: Development of a New Premium Principle, An R package for testing goodness of fit: goft, Power studies of some tests for uniformity, Testing lack of fit in regression without replication, The effect of preliminary normality goodness of fit tests on subsequent inference., Anomalous cluster detection in spatiotemporal meteorological fields, Irregularities inX(Y) fromY(X) in linear calibration, Latent regression analysis, Goodness-of-fit tests for location–scale families based on random distance, On the asymptotic normality and other large sample properties of grenander's mode estimator, The asymptotic sufficiency of sparse order statistics in tests of fit with nuisance parameters, Unnamed Item, Unnamed Item, Anomalies in the analysis of calibrated data, Using principal components to test normality of high-dimensional data, Multivariate Homogeneity Testing Using an Extended Concept of Nearest Neighbors, Robuste schätzungen: Ein anwendungsorientierter Überblick, A powerful test for multivariate normality, Tests for normality in stable laws, Complexities of self-dual normal bases, A three-stage simulation based approach to inventory management with discrete demand, An algorithm for estimating Box–Cox transformation parameter in ANOVA, Impact of Plant Utilization on Irreversible Investment Under Uncertainty with Application to Refinery Investment, Standard and goodness-of-fit parameter estimation methods for the three-parameter lognormal distribution, Weighted \(W\) test for normality and asymptotics a revisit of Chen--Shapiro test for normality, Independent Component Analysis for the objective classification of globular clusters of the galaxy NGC 5128, Using algebraic software to compute the moments of order statistics, Max-sum tests for cross-sectional independence of high-dimensional panel data, Large sample confidence intervals for the skewness parameter of the skew-normal distribution based on Fisher's transformation, Simulation of errors in linear regression: an approach based on fixed percentage area, Stable honeycomb structures and temperature based trajectory optimization for wire-arc additive manufacturing, Effect of non-normality on test statistics for one-way independent groups designs, Entropy-based test for generalised Gaussian distributions, Extension of the \(W_ u\) statistic with applications, Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes, Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries, Policy making and rent-dissipation: An experimental test, Grouped data estimation and testing of Gini coefficients using lognormal distributions, A Generalized Distance Multi-Sample Test of Normality With Applications to Process Control, A STATISTICAL APPROACH TOWARDS SECURE LOCATION VERIFICATION IN NOISY WIRELESS CHANNELS, Population dynamic models generating the lognormal species abundance distribution, Goodness-of-fit tests based on the empirical characteristic function, Efficient social distancing during the COVID-19 pandemic: integrating economic and public health considerations, An efficient approach in rainfall prediction around Sathanur dam, India, by model based clustering, structural equation modelling (SEM) and artificial neural networks (ANN), An empirical likelihood ratio-based omnibus test for normality with an adjustment for symmetric alternatives, Normal probability plots with confidence, Heuristic methods to consecutive block minimization, Human solution strategies for the vehicle routing problem: experimental findings and a choice-based theory, Testing normality via a distributional fixed point property in the Stein characterization, Quantile regression and variable selection of single-index coefficient model, Approximating the tail of the Anderson-Darling distribution, Robust tests for normality of errors in regression models, Testing the normality of errors in regression models with a forward approach, Biased random-key genetic algorithm for scheduling identical parallel machines with tooling constraints, Location and transportation of intermodal Hazmat considering equipment capacity and congestion impact: elastic method and sub-population genetic algorithm, Permutation based testing on covariance separability, Variable selection using conditional AIC for linear mixed models with data-driven transformations, A robust modification of the Jarque-Bera test of normality, Testing normality in mixed models using a transformation method, Automated learning of interpretable models with quantified uncertainty, A theoretic study of a distance-based regression model, Testing normality of data on a multivariate grid, Modeling a nonlinear biophysical trend followed by long-memory equilibrium with unknown change point, A goodness-of-fit testing approach for normality based on the posterior predictive distribution, Asymptotics and practical aspects of testing normality with kernel methods, Comparing the linear and quadratic discriminant analysis of diabetes disease classification based on data multicollinearity, A combined measure to differentiate EEG signals using fractal dimension and MFDFA-Hurst, Partition refinement of component interaction automata, On the order statistics of standard normal-based power method distributions, Degenerate-generalized likelihood ratio test for one-sided composite hypotheses, A new procedure for testing normality based on the \(L_2\) Wasserstein distance, A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY, A tool for systematically comparing the power of tests for normality, An EM-Based Viterbi Approximation Algorithm for Mixed-State Latent Factor Models, A goodness-of-fit test for normality based on the sample entropy of order statistics, Local likelihood estimators in a regression model for stock returns, Exact confidence sets and goodness-of-fit methods for stable distributions, Hypothesis testing based on a vector of statistics, Bounds for the expected value of spacings from discrete distributions, Experimental study of substrate roughness and surfactant effects on the Landau-Levich law, A one-sided Vysochanskii-Petunin inequality with financial applications, Composite quantile regression for ultra-high dimensional semiparametric model averaging, Influence of cylinder breadth and shape on the onset of flow unsteadiness and the aeolian tone level, Statistical stage transition detection method for small sample gene expression time series data, Medical diagnostic tests: a review of test anatomy, phases, and statistical treatment of data, Assessing process capability based on the lower confidence bound of \(C_{pk}\) for asymmetric tolerances, Kurtosis and spread, Some new tests for normality based on U-processes, Assessment of the GPC control quality using non-Gaussian statistical measures, An overview of tests for exponentiality, Power of tests of normality for detecting scale contaminated normal samples, A modified one-sample Q-Q plot and a test for normality, Correcting the shapiro-wilkWfor ties, A wavelet-based spectral procedure for steady-state simulation analysis, Tailored heuristics in adaptive large neighborhood search applied to the cutwidth minimization problem, RCRnorm: an integrated system of random-coefficient hierarchical regression models for normalizing nanostring nCounter data, Variables skip-lot sampling plans on the basis of process capability index for products with a low fraction of defectives, Linear models with response functions based on the Laplace distribution: statistical formulae and their application to epigenomics, Improved omnibus test statistic for normality, Panel data modeling of bank deposits, Inference for local distributions at high sampling frequencies: a bootstrap approach, Simple and Exact Empirical Likelihood Ratio Tests for Normality Based on Moment Relations, Logarithmic minimum test for independence in three-way contingency table of small sizes, Measuring Lineup Difficulty By Matching Distance Metrics With Subject Choices in Crowd-Sourced Data, New fat-tail normality test based on conditional second moments with applications to finance, Shear strength testing of consolidated claystones: breakpoint detection of shear stress versus shear displacement curves, a statistical approach, Use of a Generalized Multivariate Gamma Distribution Based on Copula Functions in the Average Bioequivalence, On the asymptotic normality of test statistics using Song's kurtosis, Modified Jarque-Bera type tests for multivariate normality in a high-dimensional framework, Monte Carlo integration of non-differentiable functions on \([0,1^\iota\), \(\iota =1,\ldots, d\), using a single determinantal point pattern defined on \([0,1]^d\)], On geometric probability distributions on the torus with applications to molecular biology, On automatic kernel density estimate-based tests for goodness-of-fit, TESTING FOR NONLINEARITY & MODELING VOLATILITY IN EMERGING CAPITAL MARKETS: THE CASE OF TUNISIA, Self-perceptions about academic achievement: evidence from Mexico City, Forecasting credit spread volatility: evidence from the Japanese Eurobond market, Shapiro-Wilk test for multivariate skew-normality, Solving the linear interval tolerance problem for weight initialization of neural networks, A comparison of various tests of normality, Robust prediction interval estimation for Gaussian processes by cross-validation method, Minimum hellinger distance estimation for normal models, Density based tests for goodness-of-fit, On some goodness-of-fit tests for the normal, logistic and extreme-value distributions, Path planning for guided passengers during evacuation in subway station based on multi-objective optimization, Quantile regression and variable selection of partial linear single-index model, A test of normality with high uniform power., The origin of spatial interaction, Emerging patterns in inflation expectations with multiple agents, Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises, A random-projection based test of Gaussianity for stationary processes, A Bayesian goodness-of-fit test for regression, Multilevel hybrid Chernoff tau-leap, Rank-based tests of cross-sectional dependence in panel data models, On energy tests of normality, A goodness of fit test based on some graphical representation when parameters are estimated, The effect of tapering on the semiparametric estimators for nonstationary long memory processes, Computation of probability associated with Anderson-Darling statistic, Computing probabilistic solutions of the Bernoulli random differential equation, The distribution of a Lagrange multiplier test of normality, Preliminary tests when comparing means, A novel similarity measure based on eigenvalue distribution, Quasi-Bayesian modelling of multivariate outliers, Improved heuristic algorithms for the job sequencing and tool switching problem, Relative efficiencies of goodness of fit procedures for assessing univariate normality, Frequentist nonparametric goodness-of-fit tests via marginal likelihood ratios, A robustified Jarque-Bera test for multivariate normality, Intelligent agent supporting human-multi-robot team collaboration, Financial ratio distribution irregularities: Implications for ratio classification, Finite-sample distribution of regression quantiles, Improvement in global forecast for chaotic time series, Comparison of multivariate distributions using quantile-quantile plots and related tests, A study of the quantile correlation test for normality, A new powerful version of the BUS test of normality, Tests for normality based on density estimators of convolutions, Comparing several population means: a parametric bootstrap method, and its comparison with usual ANOVA F test as well as ANOM, An affine invariant multiple test procedure for assessing multivariate normality, A conversation with Martin Bradbury Wilk, The limit distribution of a modified Shapiro-Wilk statistic for normality to type II censored data, Model assessment tools for a model false world, Bayesian confidence intervals for means and variances of lognormal and bivariate lognormal distributions, A new functional statistic for multivariate normality, Deterministic secure positioning in wireless sensor networks, Simultaneous modelling of a nonlinear multiresponse pharmacokinetic system, Linear combination of concomitants of order statistics with application to testing and estimation, Distribution-free monitoring of univariate processes, On coverage probability, independence and normality in batch means algorithms, Simulation and evaluation of the distribution of interest rate risk, Multivariate significance testing and model calibration under uncertainty, Error and variability characterization in structural dynamics modeling, A constructive data classification version of the particle swarm optimization algorithm, Novel symmetry tests in regression models based on Gini mean difference, A simple empirical likelihood ratio test for normality based on the moment constraints of a half-normal distribution, A Bayesian approach to spatial prediction with flexible variogram models, Sampling design for two combined samples of the farm accountancy data network (FADN), The large sample distribution of the Shapiro-Wilk statistic and its variants under type I or type II censoring, New goodness-of-fit tests for the error distribution of autoregressive time-series models, Normality tests for very small sample sizes, Likelihood-ratio tests for normality, A large deviation approach to normality testing, A note on Srivastava and Hui's tests of multivariate normality, Robust measures of tail weight, Assumption adequacy averaging as a concept for developing more robust methods for differential gene expression analysis, A generalized Shapiro-Wilk \(W\) statistic for testing high-dimensional normality, Empirical likelihood ratios applied to goodness-of-fit tests based on sample entropy, Exploring the statistical applicability of the Poincaré inequality: a test of normality, Asymptotic power of tests of normality under local alternatives, A fractional order statistic towards defining a smooth quantile function for discrete data, Graphics for studying logistic regression models, Analysis of particle interaction in particle swarm optimization, A \texttt{JAVA} program for the multivariate \(Z_{p}\) and \(C_{p}\) tests and its application, A quantile goodness-of-fit test for Cauchy distribution, based on extreme order statistics., Using OLS to test for normality, On the distributions of multivariate sample skewness, Comparison of bootstrap and generalized bootstrap methods for estimating high quantiles, The life and work of Michael A. Stephens: a conversation with Richard A. Lockhart and John J. Spinelli, Density estimation of a unimodal continuous distribution in the presence of outliers, Fourier analysis of random sequences, Two tests for multivariate normality based on the characteristic function, A power comparison and simulation study of goodness-of-fit tests, Bayesian hypothesis testing in latent variable models, Classification of signaling proteins based on molecular star graph descriptors using machine learning models, The irrelevance of distributional assumptions on reaction times in multidimensional scaling of same/different judgment tasks, A novel method for testing normality in a mixed model of a nested classification, Distribution-free cumulative sum control charts using bootstrap-based control limits, Testing normality in the presence of outliers, Goodness of fit tests via exponential series density estimation, Robust directed tests of normality against heavy-tailed alternatives, Shapiro-Wilk-type test of normality under nuisance regression and scale, A goodness-of-fit test for normality based on polynomial regression, Confidence intervals for the difference between two means, On assessing multivariate normality based on Shapiro-Wilk W statistic, A note on scale estimates based on the empirical characteristic function and their application to test for normality, Tests of goodness of fit based on the \(L_2\)-Wasserstein distance, Data driven smooth tests for bivariate normality, Limiting behavior of the ICF test for normality under Gram-Charlier alternatives, Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments), Time series analysis of particle tracking data for molecular motion on the cell membrane, A goodness-of-fit test with nuisance parameters: Numerical performance, On a test statistic for testing normality, Weighted quantile-based estimation for a class of transformation distributions., Cramér-von Mises statistics based on the sample quantile function and estimated parameters, Optimal goodness-of-fit tests for normality against skewness and kurtosis alternatives, Statistical outlier analysis in litigation support: The case of Paul F. Engler and Cactus Feeders, Inc., v. Oprah Winfrey et al, Behaviour of skewness, kurtosis and normality tests in long memory data, Independence characterizations and testing normality against restricted skewness-kurtosis alternatives