Shapiro-Wilks test and the order statistic

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SUMMARY

The discussion centers on the interpretation of the order statistic in the context of the Shapiro-Wilk test, specifically the relationship between the order statistic \(x_{(i)}\) and the original data points \(x_i\). It is confirmed that when data is sorted in ascending order, \(x_{(i)}\) equals \(x_i\). This understanding is crucial for implementing the Shapiro-Wilk test formula correctly in Python. The participants emphasize the importance of recognizing that \(x_{(i)}\) generally does not equal \(x_i\) unless the data is pre-sorted.

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  • Understanding of the Shapiro-Wilk test and its application in statistical analysis.
  • Familiarity with order statistics and their significance in data interpretation.
  • Basic knowledge of Python programming for implementing statistical formulas.
  • Ability to interpret statistical literature, such as Wikipedia entries on statistical tests.
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  • Research the implementation of the Shapiro-Wilk test in Python using libraries like SciPy.
  • Explore the mathematical derivation of the Shapiro-Wilk test statistic.
  • Learn about other statistical tests for normality and their comparisons to the Shapiro-Wilk test.
  • Study order statistics in depth, focusing on their applications in various statistical methods.
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Statisticians, data analysts, and Python developers who are implementing the Shapiro-Wilk test and require a clear understanding of order statistics in their computations.

Mayhem
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TL;DR
How to interpret the order statistic in the context of SW
Given the Shapiro-Wilk test value W:
1654873563116.png

where I'm interested in the numerator. If my data is sorted in ascending order, my understanding is that $x_(i) = x_i$. Is that correct?
 
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Mayhem said:
Summary: How to interpret the order statistic in the context of SW

Given the Shapiro-Wilk test value W:
View attachment 302652
where I'm interested in the numerator. If my data is sorted in ascending order, my understanding is that $x_(i) = x_i$. Is that correct?
Sounds right to me. From the wiki page, https://en.wikipedia.org/wiki/Shapiro–Wilk_test:
##x_{(i)}## (with parentheses enclosing the subscript index i; not to be confused with ##x_i##) is the ith order statistic, i.e., the ith-smallest number in the sample
 
Orodruin said:
The Wiki page seems to be saying explicitly that in general ##x_{(i)} \neq x_i##.
But if the elements of the sequence are already ordered from smallest to largest, then ##x_{(i)} = x_i##.
 
Fair enough.
 
Orodruin said:
The Wiki page seems to be saying explicitly that in general ##x_{(i)} \neq x_i##.
Yes, but for computation, finding the special case where ##x_{(i)} = x_i## makes life easier, which I did, and I got the right results when debugging random samples against known calculators.
 

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