Computes a Monte Carlo p-value (250,000 replications) for the null
hypothesis that the sample data come from a normal distribution. If the
p-value is small (e.g., less than .05) and the skewness estimate is
positive, then the normality assumption can be rejected due to positive
skewness. If the p-value is small (e.g., less than .05) and the skewness
estimate is negative, then the normality assumption can be rejected due
to negative skewness.