Thomas Lumley 2/9/2019

What have I got against the Shapiro-Wilk test?

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The article critiques the common use of the Shapiro-Wilk test for normality. It argues that testing for a Normal distribution is rarely the scientifically interesting question, unlike testing for power-law or Poisson distributions. The author explains that due to the Central Limit Theorem, approximate normality is common, making the test unnecessary for large samples and underpowered for small ones.

What have I got against the Shapiro-Wilk test?

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