We prove Stanleys conjecture that, if delta_n is the staircase shape, then the skew Schur functions s_{delta_n / mu} are non-negative sums of Schur P-functions. We prove that the coefficients in this sum count certain fillings of shifted shapes. In particular, for the skew Schur function s_{delta_n / delta_{n-2}}, we discuss connections with Eulerian numbers and alternating permutations.