Statistics.ShapiroWilks Method

#	Name	Description
1	Data	Data vector, containing ordered and unique deviates from unknown distribution. Data Length must be betweeen 3 and 5000, otherwise an execption is raised.
2	hRes	Returns the result of the null hypothesis (default assumption is that data comes from normal distribution).
3	hType	Defines the type of the null hypothesis (left, right and two - tailed).
4	Signif	(Significance level) returns the probability of observing the given result by chance given that the null hypothesis is true.
5	Alpha	Defines the desired significance level. If the significance probability (Signif) is bellow the desired significance (Alpha), the null hypothesis is rejected.

Returns: Double - the Shapiro-Wilks statistics.

CopyUses MtxExpr, Math387, Statistics;
procedure Example;
var avec,bvec: Vector;
hres: THypothesisResult;
Signif: double;
begin
    avec.Size(1000,false);
    RandomWeibull(2.5,1,avec);
    // filter original data, retain only sorted unique values
    Unique(avec,bvec);
    ShapiroWilks(bvec,hres,signif);
    // Significance approx. 0
    // hres = hrReject -> data is not coming from normal distribution
end;