Three notes:

1. Shapiro test is for testing a sample size under 2000. For a large sample 
size which is over 2000, Kolmogorov test should be used instead.

2. Test statistic alone may not be sufficient. To test normality, it is 
recommended to use normality probability plot, too.

3. Shapiro test is for testing univariate normality. For multivariate 
normality, use Q-Q plots and some other tests.

Hope it helps.

****************************************************************************
Chong-ho (Alex) Yu, Ph.D., CNE, MCSE
Instruction and Research Support
Information Technology
Arizona State University
Tempe AZ 85287-0101
Voice: (602)965-7402
Fax: (602)965-6317
Email: [EMAIL PROTECTED]
URL:http://seamonkey.ed.asu.edu/~alex/
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