I just bought my A200 and use RAW format to save data.

One interesting thing is that each picture I took has different file size (even though they have same dimension).

I just bought my A200 and use RAW format to save data.

One interesting thing is that each picture I took has different file size (even though they have same dimension).

That's correct. Dark pictures have less information per pixel than bright pictures. So photo's that are bright or have a lot of bright and shiny area's will have a lot more data (thus larger file size) than photo's with lots of shadow or dark/underexposed area's. This is why you will hear a lot of people talk about "shooting to the right." That means they are trying to stack their histograms to the right (more exposure/brighter) without overexposing. By doing that, they are maximizing the data being captured which will allow them the most flexibility in post process.

Isn't RAW supposed to be uncompressed format? Does Sony change algorithm to compress RAW?

I have another Canon camea, all RAW pictures are exactly same size.

Each manufacturer handles RAW files in a proprietary way. Maybe the Canon RAW files save data as "zeroes" and the Sony tosses out the "zeroes" to minimize file size?.. Who knows?.. What I can tell you for sure having owned the a100 and now the a700 that Sony RAW files do indeed differ in size depending on the image.