Dufour et al. (1998) defined correlation tests as those based on the ratio of two weighted least-squares
estimates of scale obtained from order statistics. The two estimates are the normally distributed weighted
least squares estimates and the sample variance from other population. Some of the regression and correlation tests are Shapiro-Wilk test, Shapiro-Francia test and Ryan-Joiner test. Only the Shapiro-Wilk
test is discussed in this paper.