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Estimation of the Shapiro-Wilk test using the Monte Carlo method.

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OrangePomeranian/Monte_Carlo

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27a5145 · Jan 26, 2023

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Monte Carlo

The goal of our project was to estimate Shapiro-Wilk test using the Monte Carlo method.

At first we drew lots from the normal distribution (mean = 0 and standard deviation = 1), to perform the Shapiro-Wilk test on that sample. Later we assigned received results to the matrixes and at the end presented the results with the use of plots. With that algorithm we compared in Python and R the p-value, II type error, power of the test, absolute error and computational complexity.

All results we featured in presentation contained in repository.