[R] shapiro wilk normality test

Mark Leeds markleeds at verizon.net
Sat Jul 12 19:26:01 CEST 2008

There might be a test that uses "not normal" as the HO but I don't know of
it. There's been a lot of discussion on this list in the past on the
pitfalls associated with tests of normality in general so maybe you
can find them in the archives. 

I think you should figure out why you are testing for normality and then
decide on the test you want to use because ( qqplot could be enough ) , 
many of the procedures done in statistics can be robust to departures from
normality anyway. Others, much more fluent than
I in this area, hopefully can give more specific advice.

-----Original Message-----
From: Bunny, lautloscrew.com [mailto:bunny at lautloscrew.com] 
Sent: Saturday, July 12, 2008 12:20 PM
To: Mark Leeds
Cc: r-help at r-project.org
Subject: Re: [R] shapiro wilk normality test

Hmm thanks,
But on the other hand it just says i cant reject normality, which  
doesnt really mean it is normal. Wouldn´t be nice to test for non- 
normality ? if i´d reject that a high level i could be pretty sure it 
´s normal... ??

thanks in advance

Am 12.07.2008 um 18:10 schrieb Mark Leeds:

> Hi: If normality is the HO, then the test below says don't reject  
> ( large p
> value ).  Check out any multivariate text for what the null of the  
> shapiro
> test is. I don't know for sure but, from below, it sure looks like  
> HO is
> normality. Or google for it.
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org 
> ] On
> Behalf Of Bunny, lautloscrew.com
> Sent: Saturday, July 12, 2008 11:30 AM
> To: r-help at r-project.org
> Subject: [R] shapiro wilk normality test
> Hi everybody,
> somehow i dont get the shapiro wilk test for normality. i just can´t
> find what the H0 is .
> i tried :
>  shapiro.test(rnorm(5000))
> 	Shapiro-Wilk normality test
> data:  rnorm(5000)
> W = 0.9997, p-value = 0.6205
> If normality is the H0, the test says it´s probably not normal, doesn
> ´t it ?
> 5000 is the biggest n allowed by the test...
> are there any other test ? ( i know qqnorm already ;)
> thanks in advance
> matthias
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