Is Your Data Normal? The Shapiro-Wilk Test
Shapiro-Wilk and Anderson Darling Tests The Shapiro-Wilk test is another statistical test to assess the normality of a dataset. Just as Anderson-Darling test , both are goodness-of-fit test. Why would we need another normality test? Let me put some points forward: The Shapiro-Wilk SW test is specifically a test for normality. The Anderson-Darling AD test can be applied to other distributions, not just normal distribution. That said, my AD implementation was specific for normal distribution. AD test is more sensitive to deviations in the tails of the distribution, while SW test is sensitive to deviations across the entire distribution. Both AD and SW can be used to calculate p-values, but the p-value will not be comparable. This means there can be instances where AD and SW disagree . From implementation perspective, I find AD test easier to write than the SW test (a lot more steps), but AD test was much more difficult to understand compared to SW test. So, which test should you use: