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Let's cheat on our clinical trials in 3 lines of code
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| n=1000 | |
| set.seed(1) | |
| X=rt(n,df=5) | |
| library(ADGofTest) | |
| ad.test(X,pnorm)$p.value | |
| PV=function(n) ad.test(X[1:n],pnorm)$p.value | |
| u=seq(from=1,to=500,by=5) | |
| v=Vectorize(PV)(u) | |
| plot(u,v,type="s",ylim = rev(range(v)),xlab="Sample Size") | |
| abline(h=.05,lty=2,col="red") |
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