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2012.11.22 13:25
Libraries

isNormalDist - library for MetaTrader 5

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The Shapiro-Wilk test is one of the most powerful statistical tests for normality.

In practice, tables of coefficients used in this method become inconvenient if there is a large data set (>100). So the isNormalDist() function uses a useful approximation for the significance level of 0.05, being one of the most common significance levels in statistical hypothesis testing.

Translated from Russian by MetaQuotes Software Corp.
Original code: https://www.mql5.com/ru/code/1098

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