Search All of the Math Forum:
Views expressed in these public forums are not endorsed by
Drexel University or The Math Forum.


Luis A. Afonso
Posts:
4,615
From:
LIsbon (Portugal)
Registered:
2/16/05


Re: The JB test again (and again. . . )
Posted:
Jan 2, 2013 12:26 PM


Reporting to:
www.statistikmathematik.uniwuerzburg.de/fileadmin/100.
Johannes Hain (Aug. 2010) Comparison of Common Tests for Normality (pg.59)
There is a different approach than JarqueBera?s to test normality through Skewness and Kurtosis: the tests are performed separately, each parameter in turn. A rectangle of no significance is obtained with significance alpha´=0.0253 and 0.0050 for each side. The 0.05 and 0.01 compound alpha are then obtained approximately (alpha= 1sqrt(1alpha´), Sidak). Note that the procedure demands a not checked feature namely the parameter´s tests independence.
Luis A. Afonso



