Citations: Todorov, Viktor, George Tauchen. 2014.Limit Theorems for the Empirical Distribution Function of Scaled Increments of Ito Semimartingales at High Frequencies. Annals of Applied Probability.

SAS/INSIGHT software provides tests for the null hypothesis that the input data values are a random sample from a normal distribution. These test statistics include the Shapiro-Wilk statistic (W) and ...