[R] Diptest- I'm getting significant values when I shouldn't?

Duncan Murdoch murdoch.duncan at gmail.com
Thu Dec 22 21:32:15 CET 2011


On 21/12/2011 3:37 PM, kbrownk wrote:
> > From library(diptest):
>
> Shouldn't the following almost always be non-significant for
> Hartigan's dip test?
>
> dip(x = rnorm(1000))

Well, it should be non-significant about 95% of the time
> I get dip scores of around 0.0008 which based on p values taken from
> the table (at N=1000), using the command: qDiptab, are 0.02<  p<
> 0.05.
>
> Anyone familiar with Hartigan's dip test and what I may not be
> understanding?

Why not use dip.test()?  When I do that, I see the p-values are almost 
all quite large:

hist(replicate(1000, dip.test(x=rnorm(1000))$p.value))

Using runif() gives something apparently on the boundary, as you'd expect:

hist(replicate(1000, dip.test(x=runif(1000))$p.value))

Duncan Murdoch



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