Reputation: 371
I have done a Shapiro-Wilk test for a data with 200 values;
shapiro.test(values.txt)
W = 0.89901, p-value = 2.176e-10
The 99% confidence interval for this data is [54.82, 59.02] with mean = 56.92, stdev = 11.49. Does the shapiro-wilk test support the validity of the confidence interval, or argue against it? What does W indicate?
Upvotes: 0
Views: 666
Reputation: 21400
The Shapiro-Wilk test tests for normality. That is, it answers the question whether or not the data in a vector come from the normal distribution. The test assumes normality as its H0
(null hypothesis). If the test returns a p-value smaller than a commonly accepted significance threshold the data can be assumed to come from a non-normal distribution. That's what the test does. I don't think that the question of the confidence interval plays into that. (BTW: the W
value is negligible; it is reported but almost never discussed).
Upvotes: 2