[R] normality testing with nortest

[Uwe Ligges]

Rolf Turner wrote:

> I don't know from the nortest package, but it should ***always***
> be the case that you test hypotheses
> 
> 	H_0:  The data have a normal distribution.
> vs.
> 	H_a:  The data do not have a normal distribution.
> 
> So if you get a p-value < 0.05 you can say that
> 
> 		***there is evidence***
> 
> (at the 0.05 significance level) that the data are not from a
> normal distribution.
> 
> If the nortest package does it differently (and I don't really see
> how it possibly could!) then it is confusingly designed.  I rather
> suspect that its design is just fine, and that it does what it should
> do.
>


I suspect so as well.
If you think something is wrong, please contact the package maintainer 
(CCing; he's not reading R-help posts).

Uwe Ligges




> 				cheers,
> 
> 					Rolf Turner
> 					rolf at math.unb.ca
> 
> Original message:
> 
> 
>> 	I have a question regarding normality testing with the nortest 
>>package.  I have to admit, my question is so general that it might more be 
>>suited a newsgroup such as sci.math.  However, just in case it is 
>>implemented differently, I was hoping someone who has used it can help me 
>>out.
>>
>> 	I just want to double check that for all of the tests, the null 
>>hypothesis is whether or not the input distribution *differs* with the 
>>normal distribution.  So, if you get a p-value less than (say) 0.05, you 
>>can reject the null hypothesis at a 95% confidence level and say that the 
>>input distribution is *not* normal.
>>
>> 	So these tests check/confirm whether a distribution is not 
>>normal...as opposed to confirming that it is normal.  Does this sound 
>>about right?
>>
>>Ray
> 
> 
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