[Rd] Shapiro Test P Value Incorrect? (PR#9768)

automorphism at gmail.com automorphism at gmail.com
Fri Jun 29 22:55:10 CEST 2007


Full_Name: Jason Polak
Version: R version 2.5.0 (2007-04-23)
OS: Xubuntu 7.04
Submission from: (NULL) (137.122.144.35)


Dear R group,

I have noticed a strange anomaly with the shapiro.test() function. Unfortunately
I do not know how to calculate the shapiro test P values manually so I don't
know if this is an actual bug.

So, to produce the results, run the following code:

pvalues = 0;
for (i in 1:17)
{
	j = 1:(i+3);
	pvalues[i]=shapiro.test(j)$p;
}

plot(pvalues);
print(pvalues);

Now I just made the graph to illustrate that the p-values are strictly
decreasing. To me this makes intuitive sense: we are using the Shapiro test to
test normality of (1,2,3,4),(1,2,3,4,5), and so on. So the p-value should
decrease.

These are the p-values:
 [1] 0.9718776 0.9671740 0.9605557 0.9492892 0.9331653 0.9135602 0.8923668
 [8] 0.8698419 0.8757315 0.8371814 0.7964400 0.7545289 0.7123167 0.6704457
[15] 0.6294307 0.5896464 0.5513749

However, there is an increase in p-value when you go from (1,..,11) to
(1,..,12). Is this just a quirk of the Shapiro test, or is there an error in the
calculation algorithm?



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