alter user to change user's password returns pg_shadow: Permission denied. - Mailing list pgsql-general

According to the Postgresql manual, a user can alter their own
password.  When I try:
alter user "test" with password "zzzz";
Where test is the user id signed in with, I get the error:
ERROR:  pg_shadow: Permission denied.

What am I overlooking?

Tia,