Murali Menon schrieb: > Folks, > > I'm a bit puzzled by the fact that if I generate 100,000 standard > normal variates using rnorm() and perform the Jarque-Bera on the > resulting vector, I get p-values that vary drastically from run to > run. Is this expected? Yes. > Surely the p-val should be close to 1 for each test? No. The p-value should rather be uniformly distributed on [0;1]. You can try
library(lawstat) ttt<-numeric(1000) for (i in 1:length(ttt)) ttt[i]<-rjb.test(rnorm(10000))$p.value hist(ttt) to confirm that the combination of rnorm and rjb.test seems to behave correctly here. Regards, Martin > > Are 100,000 variates sufficient for this test? > [...] > Please advise. Thanks, > > Murali > > _________________________________________________________________ > MSN is giving away a trip to Vegas to see Elton John. Enter to win > today. > > ------------------------------------------------------------------------ > > ______________________________________________ > 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 > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ 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 and provide commented, minimal, self-contained, reproducible code.