[R] normality testing with nortest
Rolf Turner
rolf at math.unb.ca
Mon May 22 12:52:00 CEST 2006
rwan at kuicr.kyoto-u.ac.jp wrote:
> One thing that threw me off (and this is not really specific to
> Nortest as it seems to be correct, but just my understanding), but the
> p-value seems quite unstable. For example:
....
It is worth noting that if the null hypothesis is true, then
the p-value is
uniformly distributed on [0,1].
This should be kept in mind when assessing the ``instability''
of p-values.
cheers,
Rolf Turner
rolf at math.unb.ca
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