File:Shapiro-Wilk Simulated CDF for n = 5, 10, 15, ..., 50.svg
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English: Recreation of Fig. 4 from Shapiro and Wilk (1965). Basically, the emprical CDF of test results (and resultant p-values) for various sample sizes. Generated by repeated resampling from a large number of normal variates. Not truly an empirical CDF for the test because the correspondence displayed was produced w/ Royston's exact test.
plotPvalues <- function() {
l.norm <- rnorm(5000)
shap.n <- function(n) {
replicate(2000, unlist(shapiro.test(sample(l.norm, n, replace = TRUE))[c(1,2)]))
}
shap.l <- mapply(shap.n, seq(5, 50, 5), SIMPLIFY = FALSE)
plot(seq(0,1,length.out = 10), seq(0.7, 1, length.out = 10), type = "n",
xlab = "P",
ylab = "W",
main = "Simulated Empirical CDF for n = 5, 10, 15, ..., 50")
abline(v = seq(0, 1, length.out = 11), lty = 3, col = "grey")
abline(h = seq(0.7, 1, length.out = 7), lty = 3, col = "grey")
text(rep(0.21, 4), c(0.84, 0.88, 0.91, 0.98), labels = c("n = 5", "n = 10", "n = 15", "n = 50"), cex = 0.9)
for (n in 1:10) {
lines(sort(shap.l[[n]][2, ]), sort(shap.l[[n]][1, ]), col = rgb(red = (1 - 5*n/50), green = 0, blue = 5*n/50))
}
}
The above is a copy from the gist on GitHub as of 21:41, 22 April 2012 (UTC). The gist may be updated in the future so always compare the two when attempting to recreate the image.
|
| Date | |
| Source | Own work |
| Author | Protonk |
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| Date/Time | Thumbnail | Dimensions | User | Comment | |
|---|---|---|---|---|---|
| current | 07:03, 12 February 2012 | | 960 × 675 (499 KB) | Protonk (talk | contribs) |
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