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The Shapiro-Wilk statistic and its modifications are widely used for assessing the assumption that a sample was drawn from a normal distribution. Many of the modifications simplified the calculation of the test statistic but resulted in a loss of power. In this paper, we propose an alternative statistic for testing normality which is easy to compute and has power comparable or superior to the original W test.
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Chen et al. (1995) studied this question.
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