Re: [R] normality testing with nortest

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Thu 25 May 2006 - 01:15:06 EST

<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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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu May 25 02:22:46 2006

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