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
