Ernesto Jardim wrote:

Hi

It's a bootstrap empirical distribution and has 1000 replicates.

EJ

On Mon, 2003-02-10 at 15:33, Richard A. Bilonick wrote:

It depends on how non-Normal the distribution and the size of the sample. A t-distribution with df = 30 isn't Normal but it is close to being Normal. A small sample size probably won't detect it:

> shapiro.test(rt(100,30))

Shapiro-Wilk normality test

data: rt(100, 30)
W = 0.9927, p-value = 0.8708

But a large enough sample size will:

> shapiro.test(rt(2000,30))

Shapiro-Wilk normality test

data: rt(2000, 30)
W = 0.9968, p-value = 0.0003097

You haven't told us your sample size.

Rick B.

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First, the convention is to place replies at the bottom of the last message. (I would prefer it otherwise, but that is the convention.)

Apparently even with your "large" sample size, it is not large enough to differentiate a difference between your distribution and the Normal. The difference can't be distinguished from a chance departure from the Normal for the given sample size. There is nothing unusual in this that I can see. It just tends to take huge sample sizes to pick up small differences (assuming your distribution actually differs from the Normal!).

Rick B.

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