R devel - Jun 2007 - Shapiro Test P Value Incorrect? (PR#9768)

Full_Name: Jason Polak
Version: R version 2.5.0 (2007-04-23)
OS: Xubuntu 7.04
Submission from: (NULL) (137.122.144.35)


Dear R group,

I have noticed a strange anomaly with the shapiro.test() function. Unfortunately
I do not know how to calculate the shapiro test P values manually so I don't
know if this is an actual bug.

So, to produce the results, run the following code:

pvalues = 0;
for (i in 1:17)
{
	j = 1:(i+3);
	pvalues[i]=shapiro.test(j)$p;
}

plot(pvalues);
print(pvalues);

Now I just made the graph to illustrate that the p-values are strictly
decreasing. To me this makes intuitive sense: we are using the Shapiro test to
test normality of (1,2,3,4),(1,2,3,4,5), and so on. So the p-value should
decrease.

These are the p-values:
 [1] 0.9718776 0.9671740 0.9605557 0.9492892 0.9331653 0.9135602 0.8923668
 [8] 0.8698419 0.8757315 0.8371814 0.7964400 0.7545289 0.7123167 0.6704457
[15] 0.6294307 0.5896464 0.5513749

However, there is an increase in p-value when you go from (1,..,11) to
(1,..,12). Is this just a quirk of the Shapiro test, or is there an error in the
calculation algorithm?

This is not a bug. The algorithm uses different approximation of the
p-value for n=3 (exact value), 4<=n<=11 and n>=12 as seen in 
  src/library/stats/src/swilk.c
below the line 202
 /*  Calculate significance level for W */

The W statistic monotonically decreases in the presented example.

Petr.
> Full_Name: Jason Polak
> Version: R version 2.5.0 (2007-04-23)
> OS: Xubuntu 7.04
> Submission from: (NULL) (137.122.144.35)
> 
> 
> Dear R group,
> 
> I have noticed a strange anomaly with the shapiro.test() function.
Unfortunately
> I do not know how to calculate the shapiro test P values manually so I
don't
> know if this is an actual bug.
> 
> So, to produce the results, run the following code:
> 
> pvalues = 0;
> for (i in 1:17)
> {
> 	j = 1:(i+3);
> 	pvalues[i]=shapiro.test(j)$p;
> }
> 
> plot(pvalues);
> print(pvalues);
> 
> Now I just made the graph to illustrate that the p-values are strictly
> decreasing. To me this makes intuitive sense: we are using the Shapiro test
to
> test normality of (1,2,3,4),(1,2,3,4,5), and so on. So the p-value should
> decrease.
> 
> These are the p-values:
>  [1] 0.9718776 0.9671740 0.9605557 0.9492892 0.9331653 0.9135602 0.8923668
>  [8] 0.8698419 0.8757315 0.8371814 0.7964400 0.7545289 0.7123167 0.6704457
> [15] 0.6294307 0.5896464 0.5513749
> 
> However, there is an increase in p-value when you go from (1,..,11) to
> (1,..,12). Is this just a quirk of the Shapiro test, or is there an error
in the
> calculation algorithm?
> 
> ______________________________________________
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>