[R] normality test

roger bos roger.bos at gmail.com
Fri Apr 29 17:50:00 CEST 2005


I looked carefully at ?shapiro.test and I did not see it state
anywhere what the null hypothesis is or what a low p-value means.  I
understand that I can run the example "shapiro.test(rnorm(100, mean =
5, sd = 3))" and deduce from its p-value of 0.0988 that the
null-hypothesis must be normality, but why can't the help page
explicitly state what the null hypothesis is.

I also understand that the help pages are not meant to "teach"
statistics, but stating the null hypothesis doesn't seem very
difficult given the already considerable amount of time that probably
went into creating these otherwise very good help pages.  Many people
who use this software took stats classes 10 or more years ago and this
stuff is easily forgotten.  Students frequently have trouble keeping
the null and alternative hypothesis straight.

Just my $0.02.

Thanks,

Roger







On 4/28/05, Romain Francois <francoisromain at free.fr> wrote:
> Le 28.04.2005 13:16, Pieter Provoost a écrit :
> 
> >Hi,
> >
> >I have a small set of data on which I have tried some normality tests. When I make a histogram of the data the distribution doesn't seem to be normal at all (rather lognormal), but still no matter what test I use (Shapiro, Anderson-Darling,...) it returns a very small p value (which as far as I know means that the distribution is normal).
> >
> >Am I doing something wrong here?
> >Thanks
> >Pieter
> >
> >
> Hello,
> 
> You seem to know not far enougth.
> Null hypothesis in shapiro.test is **normality**, if your p-value is
> very small, then the data is **not** normal.
> 
> Look carefully at ?shapiro.test and try again. Furthermore, normality
> tests are not very powerful. Consider using a ?qqnorm and ?qqline
> 
> Romain
> 
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