Hi, I have a question about the p-value of mshapiro test. I simulated data from bivariate normal 1000 times and used mshapiro test to see how many times the test would reject the null hypothesis when the p-value is 0.05. The answer should be around 50 since the p-value is 0.05. But I got a much higher value. Here is the R code I used and the result.
library(mvnormtest,lib.loc="~/mshapiro") library(MASS) n=50 dim=2 ntrial = 1000 x<-matrix(1:(dim*n),ncol=dim) count = 0 for( trial in 1:ntrial) { x<-mvrnorm(n,rep(0,dim),diag(1,dim,dim)) data_hn<-x p<-mshapiro.test(t(data_hn))$p.value if( p<= 0.05) count <- count+1 } print(count) [1] 117 Can you help me out? Thank you very much. Liang ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html