Estimating departure from normality.
Departure of a sample from a normal distribution should be assessed by a quantity that is meaningful in terms of the data, rather than merely by the P-value from a test statistic. Indices of departure based on the Shapiro-Francia W' and the Shapiro-Wilk W statistics are derived, and shown to have a natural interpretation in relation to the normal probability plot. A new diagnostic plot is proposed. An example is given which shows the relationship between one of the new indices and errors in calculated reference ranges due to non-normality of the data.
Department of Medical Physics, Royal Postgraduate Medical School, London, U.K.
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Royston
D000328:Adult; D002318:Cardiovascular Diseases / Q000209:etiology; D003627:Data Interpretation, Statistical; D005260:Female; D006801:Humans; D008875:Middle Aged; D009010:Monte Carlo Method; D016011:Normal Distribution; D012307:Risk Factors