The Shapiro-Wilk test is a statistical test used to determine whether a sample comes from a normally distributed population. It assesses how well the data conform to a normal distribution. If the test results in a p-value that is less than a specified significance level, typically 0.05, it indicates that the sample data significantly deviates from a normal distribution.
The Levene’s test, on the other hand, is used to assess the equality of variances across different groups. It evaluates whether the variances in different samples are significantly different from each other. This is particularly important because many statistical tests assume that the variances of the populations from which the samples are drawn are equal.
In summary, the key difference between the two tests lies in what they are testing: the Shapiro-Wilk test focuses on the normality of the distribution of a single sample, while the Levene’s test examines the equality of variances among multiple samples. Understanding both tests is crucial in statistical analysis to ensure that the assumptions required for other statistical tests are met.