I lost nginx.pid,it disappeared.

Question

Here is part of my nginx.conf:

pid        /www/nginx0836/nginx.pid;

While I restart nginx,in several seconds I run ls in /www/nginx0836,I saw nginx.pid,that is right. But after several seconds,I run ls in /www/nginx0836 again,nginx.pid was lost. Why? By the way,nginx server works well and when I run "ps -ef | grep "nginx: master process" | grep -v "grep" | awk -F ' ' '{print $2}'", I can see nginx pid. Thank you for helping me!