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Topic: G. Poitras paper on Jarque-Bera Test
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Luis A. Afonso

Posts: 4,615
From: LIsbon (Portugal)
Registered: 2/16/05
G. Poitras paper on Jarque-Bera Test
Posted: Jan 25, 2013 6:51 PM
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A today´s find:

More on the correct use of omnibus tests for normality
Geoffrey Poitras
Simon Fraser University, Burnaby, B.C., Canada VSA lS6
Received 29 January 2005; received in revised form 1 July 2005; accepted 16 August 2005
Available online 24 January 2006


It worth to read this paper concerning the Jarque-Bera (JB) normality test: a comparison between the one-at-a-time test Skewness and Excess Kurtosis (directional) and JB test including the Urzua´s modification relating a more correct estimators of these parameter´s Expectations and Variances, along with power calculations regarding some Distributions.
However I expected to find out a rather more elementary analysis, namely that the sum of two parameters (after reduction and squared) says nothing about the main problem: are these values conformable with H0, the normal Distribution?
The *not rejected JB* allows us to state that data is normal? NOT AI ALL. . .

Luis A. Afonso



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