[R] normality testing with nortest

Raymond Wan rwan at kuicr.kyoto-u.ac.jp
Mon May 22 10:12:15 CEST 2006

On Mon, 22 May 2006, Uwe Ligges wrote:
> Rolf Turner wrote:
>> 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.
> I suspect so as well.
> If you think something is wrong, please contact the package maintainer 
> (CCing; he's not reading R-help posts).

 	Ah, ok -- but in this case, it was clearly my misunderstanding 
which is one reason why I never though of writing to the package 
maintainer.  I have one of the books that the Nortest documentation cites, 
but I was clearly reading it backwards or upside-down or something as I 
missed several crucial points.

 	One thing that threw me off (and this is not really specific to 
Nortest as it seems to be correct, but just my understanding), but the 
p-value seems quite unstable.  For example:

> ad.test(rnorm(100,mean=5,sd=3))
A = 0.2382, p-value = 0.7767

> ad.test(rnorm(100,mean=5,sd=3))
A = 0.1846, p-value = 0.9059

> ad.test(rnorm(100,mean=5,sd=3))
A = 0.5138, p-value = 0.1887

 	I mistakenly had thought the p-values would be more stable since I 
am artificially creating a random normal distribution.  Is this expected 
for a normality test or is this an issue with how rnorm is producing 
random numbers?  I guess if I run it many times, I would find that I would 
get many large values for the p-value?


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