[R] normality testing with nortest

Spencer Graves spencer.graves at pdf.com
Wed May 24 17:15:06 CEST 2006

<see inline>

Raymond Wan wrote:
> Hi all,
> On Mon, 22 May 2006, Rolf Turner wrote:
>> 	It is worth noting that if the null hypothesis is true, then
>> 	the p-value is
>> 		uniformly distributed on [0,1].

SG:  This is true in many but not all cases, and I think is a reasonable 
approximation even when not exactly true.  Example:  Testing any null 
hypothesis about a discrete distribution with only N possible outcomes 
must produce N possible outcomes in the distribution of the p-value.

	  hope this helps,
	  Spencer Graves

>> 	This should be kept in mind when assessing the ``instability''
>> 	of p-values.
>  	Just wanted to thank everyone who participated in this thread for 
> clarifying things for me.  I guess I knew bits and pieces but your 
> messages put them together and gave me some R commands (which I am still 
> new to) to check things myself.
>  	Thanks a lot!
> Ray
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