Description Usage Arguments Details Value Note Author(s) References See Also Examples

Performs the Pearson chi-square test for the composite hypothesis of normality, see e.g. Thode (2002, Sec. 5.2).

1 | ```
pearson.test(x, n.classes = ceiling(2 * (n^(2/5))), adjust = TRUE)
``` |

`x` |
a numeric vector of data values. Missing values are allowed. |

`n.classes` |
The number of classes. The default is due to Moore (1986). |

`adjust` |
logical; if |

The Pearson test statistic is *P=∑ (C_{i} - E_{i})^{2}/E_{i}*,
where *C_{i}* is the number of counted and *E_{i}* is the number of expected observations
(under the hypothesis) in class *i*. The classes are build is such a way that they are equiprobable under the hypothesis
of normality. The p-value is computed from a chi-square distribution with `n.classes`

-3 degrees of freedom
if `adjust`

is `TRUE`

and from a chi-square distribution with `n.classes`

-1
degrees of freedom otherwise. In both cases this is not (!) the correct p-value,
lying somewhere between the two, see also Moore (1986).

A list with class “htest” containing the following components:

`statistic` |
the value of the Pearson chi-square statistic. |

`p.value ` |
the p-value for the test. |

`method` |
the character string “Pearson chi-square normality test”. |

`data.name` |
a character string giving the name(s) of the data. |

`n.classes` |
the number of classes used for the test. |

`df` |
the degress of freedom of the chi-square distribution used to compute the p-value. |

The Pearson chi-square test is usually not recommended for testing the composite hypothesis of normality
due to its inferior power properties compared to other tests. It is common practice to compute the p-value
from the chi-square distribution with `n.classes`

- 3 degrees of freedom, in order to adjust for the
additional estimation of two parameters. (For the simple hypothesis of normality (mean and variance known)
the test statistic is asymptotically chi-square distributed with
`n.classes`

- 1 degrees of freedom.)
This is, however, not correct as long as the parameters are estimated by `mean(x)`

and `var(x)`

(or `sd(x)`

), as it is usually done, see Moore (1986) for details.
Since the true p-value is somewhere between the two, it is suggested to run `pearson.test`

twice, with
`adjust = TRUE`

(default) and with `adjust = FALSE`

.
It is also suggested to slightly change the default number of classes, in order
to see the effect on the p-value. Eventually, it is suggested not to rely upon the result of the test.

The function call `pearson.test(x)`

essentially produces
the same result as the S-PLUS function call `chisq.gof((x-mean(x))/sqrt(var(x)), n.param.est=2)`

.

Juergen Gross

Moore, D.S. (1986): Tests of the chi-squared type. In: D'Agostino, R.B. and Stephens, M.A., eds.: Goodness-of-Fit Techniques. Marcel Dekker, New York.

Thode Jr., H.C. (2002): Testing for Normality. Marcel Dekker, New York.

`shapiro.test`

for performing the Shapiro-Wilk test for normality.
`ad.test`

, `cvm.test`

,
`lillie.test`

, `sf.test`

for performing further tests for normality.
`qqnorm`

for producing a normal quantile-quantile plot.

1 2 | ```
pearson.test(rnorm(100, mean = 5, sd = 3))
pearson.test(runif(100, min = 2, max = 4))
``` |

nortest documentation built on May 29, 2017, 10:02 a.m.

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