[R] normality testing with nortest
Rolf Turner
rolf at math.unb.ca
Mon May 22 01:49:56 CEST 2006
I don't know from the nortest package, but it should ***always***
be the case that you test hypotheses
H_0: The data have a normal distribution.
vs.
H_a: The data do not have a normal distribution.
So if you get a p-value < 0.05 you can say that
***there is evidence***
(at the 0.05 significance level) that the data are not from a
normal distribution.
If the nortest package does it differently (and I don't really see
how it possibly could!) then it is confusingly designed. I rather
suspect that its design is just fine, and that it does what it should
do.
cheers,
Rolf Turner
rolf at math.unb.ca
Original message:
> I have a question regarding normality testing with the nortest
> package. I have to admit, my question is so general that it might more be
> suited a newsgroup such as sci.math. However, just in case it is
> implemented differently, I was hoping someone who has used it can help me
> out.
>
> I just want to double check that for all of the tests, the null
> hypothesis is whether or not the input distribution *differs* with the
> normal distribution. So, if you get a p-value less than (say) 0.05, you
> can reject the null hypothesis at a 95% confidence level and say that the
> input distribution is *not* normal.
>
> So these tests check/confirm whether a distribution is not
> normal...as opposed to confirming that it is normal. Does this sound
> about right?
>
> Ray
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