Describe › Normality

Shapiro–Francia test

The Shapiro–Francia test checks normality from the squared correlation between the sorted data and the expected normal order statistics — a simplification of Shapiro–Wilk.

What is Shapiro–Francia test?

Shapiro–Francia replaces Shapiro–Wilk's complicated weighting with the simple Pearson r between sorted data and expected normal quantiles. The result is equivalent to the squared correlation in the normal Q-Q plot — W′ is a measure of how straight that plot is.

Computationally cheaper than Shapiro–Wilk and handles very large n (up to 5000 in our implementation), so it's a good choice when you want a Shapiro-style test on a big sample and the strict Shapiro–Wilk implementation hits its size cap. Power against most alternatives is comparable to Shapiro–Wilk.

When should I use Shapiro–Francia test?

  • When n is large (a few thousand) and Shapiro–Wilk balks at the sample size.
  • When you want a single number tied directly to the Q-Q plot.

What data does it need?

One numeric column.

What does it report?

W′ statistic (closer to 1 = more normal) and p-value.

What does it assume?

  • Independent observations.
  • Continuous data.

Formula

W′ = [Σᵢ mᵢ · x₍ᵢ₎]² / (Σᵢ mᵢ² · Σᵢ (xᵢ − x̄)²), mᵢ = expected normal order stats

How do I interpret the result?

Read W′ as the squared correlation between the data and the Q-Q reference line. W′ ≥ 0.99 ⇒ essentially straight; W′ ≤ 0.95 ⇒ visible departure. The p-value formalises the same intuition.

See also

References

  • Shapiro & Francia (1972). An approximate analysis of variance test for normality. JASA 67(337).