The Shapiro-Wilk test is a statistical test used to determine if a dataset follows a normal distribution. It compares the observed distribution of data to a theoretical normal distribution, providing a test statistic and a p-value. A low p-value indicates that the data significantly deviates from normality. This test is particularly useful in fields like psychology, biology, and finance, where many statistical methods assume normality. It is most effective for small to moderate sample sizes, typically less than 2000 observations, making it a popular choice for researchers assessing data distribution.