[R] question about shapiro.test()

Eugene A. Semenko sea at sao.ru
Fri Nov 21 16:19:21 CET 2008


Hi all!
I tried to perform Shapiro-Wilk test for my sample of 243 values.
> Us
  [1] -10.4 -13.1 -12.2  38.1 -18.8 -13.3 -11.7  29.3  49.7   6.8  12.7  16.3
 [13]   5.8  -0.7 -29.4   4.1  38.8  -1.4   8.8  15.6  32.9  -5.3  19.1  35.8
 [25]   4.0  -1.5   0.6  -4.2 -10.0  -4.0   1.1  48.9 -21.0  -5.3   5.8 -10.8
 [37]  21.9   8.2  -3.2  -3.9  -2.3  12.6  -4.7  -8.0  11.8  27.4  -9.5 -20.8
 [49]  -8.1  -5.4   0.7 -13.2  -6.1  -5.7  -9.6   0.3  -2.1 -15.2   1.7 -15.2
 [61]   7.4 -16.0  13.1   8.7  -8.9 -21.2  29.8 -22.6  10.5   7.5   9.9 -13.0
 [73]  -8.3 -22.9  -9.7  -3.7   8.2  -9.0 -21.8  28.5 -10.2   8.8 -10.1  15.3
 [85]   5.5 -35.0 -14.5 -61.2  -8.3 -17.5 -16.3  -8.5   2.0 -17.5 -12.2 -10.8
 [97] -16.7   6.8 -12.4  -1.9 -13.3  -8.2 -22.6  20.7 -12.5 -21.9  -6.0   9.2
[109]  -1.1 -17.5 -13.5   6.1 -18.5  18.1   6.3 -13.1 -16.2 -30.5 -23.4   4.3
[121] -11.2 -18.5 -17.7  26.7   2.2  -9.4   1.8  -7.7  -5.1   6.3   7.1   7.4
[133]  -9.2  24.8  53.5  23.9   0.0 -25.7 -33.3   6.9  -9.7 -22.6  -1.5  18.0
[145] -20.5 -12.9 -14.3   3.9   5.5  -6.3   2.1 -11.2  -4.9   6.1   3.3   7.0
[157]   4.1   0.3  -0.7  -6.4  -5.1 -17.6  -3.3   6.7   1.5  -8.8  31.2 -30.5
[169] -16.3 -23.4 -30.7  -3.2   8.3  18.1 -17.0  12.1   0.6  -1.6  -1.4   6.3
[181]   3.6   5.3   1.6   1.8  23.7 -14.1   1.1  12.4  18.9 -11.5  -1.8 -21.1
[193]   2.4  23.4 -11.4  -5.9  -5.2  16.9 -19.8  19.5  -4.4   0.5  -1.4  -8.1
[205]   5.4  -2.7  -2.3  -2.9   4.4   8.0  -7.8  32.0   5.4   2.7   3.6  14.9
[217]  -7.0   3.6 -12.1   3.8  47.8  -5.8   3.0  12.6  -1.1   2.0   1.5  -0.1
[229]  11.2  -1.4  -3.1  22.0 -14.4 -10.5  -4.1 -37.5 -17.6  -3.3   3.0  -0.6
[241]  33.8   1.6  -3.9
Output is:
> shapiro.test(Us)
        Shapiro-Wilk normality test
data:  Us
W = 0.9686, p-value = 3.417e-05

So, if I understand correctly, output inform me that H0 hypotesis of normality 
of my sample shoud be rejected because p-value << 0.05 (at 5% level). Is'n 
it? But actually my data distributed very close to the normal distribution. 
	Thanks in advance.
		Eugene
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