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Topic: A pertinent/impertinent question. . .
Replies: 8   Last Post: Nov 13, 2013 4:02 PM

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Luis A. Afonso

Posts: 4,758
From: LIsbon (Portugal)
Registered: 2/16/05
A pertinent/impertinent question. . .
Posted: Nov 2, 2013 6:32 PM
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A pertinent/impertinent question. . .

Is for me a quite amazing evidence I did not found, among the Jarque-Bera Test commentaries, an unique author uncovering the fact that the individual contributions of skewness and kurtosis can be intolerably unbalanced, for moderated large sample sizes leading me to made the absurd presumption that people feels complete comfortable with the way the test quantiles are obtained with exactitude because it is based on simulated normal data. Neither more wrong: we try to achieve to decide though a sample-problem is originated from a unknown distribution never how normal data behaves regarding the sum of the above parameters. More clearly: that sum could be not test-reject and one parameter estimate be, absolutely incompatible with normality. Or not?

Luis A. Afonso

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