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I want to make a function that uses the Shapiro-Wilk test, but I'm not sure how I should go about using the Normal distribution to calculate the constant that is multiplied with the order statistic in the numerator.

http://en.wikipedia.org/wiki/Shapiro%E2%80%93Wilk_test

Is there anyone who can give direction on this?

Kevin Bedell
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ltsimpso
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    see http://stackoverflow.com/questions/442758/which-java-library-computes-the-cumulative-standard-normal-distribution-function for using the normal distribution. And you'll need something to calculate the covariance. Everything else just looks like matrix math and algebra. For matrix math in java I recommend the JAMA library. – smcg Jun 01 '12 at 15:56
  • forgive me, but I'm still not sure what I should be doing with the normal distribution to calculate the constant a mentioned in the Wikipedia article. If i have an array of data[] ={1, 2, 3, 4, 5 ,6} do I use the cumulativeProbability function on each data value multiplying the data value by the cumlativeProbability then use the mean from that data to do Shapiro? Sorry but I'm at a loss with this. – ltsimpso Jun 05 '12 at 17:27
  • This is a site for software development and programming questions and answers. Since your problems are more with the math involved I flagged the post to have it moved to another SE site. – smcg Jun 05 '12 at 17:46

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There is a library that implements the Shapiro-Wilks called SuanShu- you only need to include the parameters.

If you are a student you can get a free academic license. See:

http://www.numericalmethod.com/en1/products.php

The Unfun Cat
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