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Topic: Jarque-Bera statistics guessing Normal or Uniform?
Replies: 3   Last Post: Apr 18, 2013 6:36 AM

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Luis A. Afonso

Posts: 4,617
From: LIsbon (Portugal)
Registered: 2/16/05
Re: Jarque-Bera statistics guessing Normal or Uniform?
Posted: Apr 17, 2013 6:16 PM
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Are *Parallel Finger Prints*, PFP, a GoF Neyman-Pearson Test (N-P) or not?

As is well-know the N-P test as long the Null Hypotheses (H0) is nullified automatically the Alternative one (H1) is chosen as preferable. PFP as a rather different behavior: Given a set of k parameters and their Critical Values the Outputs/Responses in accordance with the Distributions under test are classified binary, 0, 1, in accordance we found *accept* or reject. A different kind of optional strategy, I think, because is a simultaneous checking procedure where the decision depends on the frequencies found and, contrarily to N-P scheme, chosen *by defect* Hypotheses are absent.

What you think about?

Luis A. Afonso



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