http://en.wikipedia.org/wiki/Shapiro%E2%80%93Wilk_test

是不是这个表达式有点问题，感觉！

In statistics, the Shapiro–Wilk test tests the null hypothesis that a sample x1, ..., xn came from a normally distributed population. It was published in 1965 by Samuel Shapiro and Martin Wilk.[1]

The test statistic is:


where

x(i) (with parentheses enclosing the subscript index i) is the ith order statistic, i.e., the ith-smallest number in the sample;
x = (x1 + ... + xn) / n is the sample mean;
the constants ai are given by[2]

where

and m1, ..., mn are the expected values of the order statistics of independent and identically-distributed random variables sampled from the standard normal distribution, and V is the covariance matrix of those order statistics.
The user may reject the null hypothesis if W is too small.[3]

It can be interpreted via a Q-Q plot.

normality.pdf   page 9