[Rd] bug in Shapiro Wilk Test

[AK]

Good afternoon,

This concerns the Shapiro-Wilk test for normal distribution in the field 
of mathematical statistics.
Did you take into account the latest research findings from the 2014 
publication by Hanusz & Tarasińska (1) when calculating the coefficients 
for the W-statistic? Both authors point out an error in the original 
work by Shapiro and Wilk.

If you have not yet corrected the coefficient calculation, this could 
lead to incorrect decisions in the case of the so-called H0 hypothesis.

I hope you find this helpful.

Best regards
Alexander Kud


(1) Zofia Hanusz & Joanna TarasiŃska (2014) Simulation Study on Improved 
Shapiro–Wilk Tests for Normality, Communications in Statistics - 
Simulation and Computation, 43:9, 2093-2105, DOI: 
10.1080/03610918.2013.844835
Link to this article: http://dx.doi.org/10.1080/03610918.2013.844835

Abstract

The article concerns tests for normality based on the Shapiro–Wilk W 
statistic. The constants in the test statistic are recalculated as those 
given in Shapiro and Wilk are incorrect. The empirical significance 
levels and power of improved tests have been evaluated in simulation 
study and compared to original ones. The improved tests were also 
applied to the multivariate case. In this case, we consider two 
implementations of the W statistic, the first one proposed by Srivastava 
and Hui and the other by Hanusz and Tarasinska. Empirical size of tests 
and their power have been compared to the Henze–Zirkler test.




---------------------------------------------------
Dr. Alexander Kud
Scientist in Physical Chemistry

alexander.e.kud using yandex.com
---------------------------------------------------



-------------- next part --------------
A non-text attachment was scrubbed...
Name: OpenPGP_signature.asc
Type: application/pgp-signature
Size: 665 bytes
Desc: OpenPGP digital signature
URL: <https://stat.ethz.ch/pipermail/r-devel/attachments/20260522/e06bda03/attachment.sig>