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:
4,699
From:
LIsbon (Portugal)
Registered:
2/16/05


Spider´s data and the JarqueBera test
Posted:
Feb 24, 2013 11:11 AM


Spider´s data and the JarqueBera test Concerning each random variable, S, k, JB the following procedure was used. By S0, k0, JB0 was denoted the Skewness, Excess kurtosis and JarqueBera observed values in data. a) By Monte Carlo simulations a large number M of normal samples n size pseudosamples was obtained, the mean and standard deviation equal to those the real sample show, b) From each one S was calculated. The M set of values play the role of Null Hypotheses to which S0 will be compared, c) Then the number of times S>S0 is counted, the total divided by M assimilated to the parameter´s pvalue. The same treatment for the Excess Kurtosis and female spider´s data leads to:
____Female____________________Male_____ ______sample mean = 8.127__________5.917 ______________sd = 1.134__________0.663 ______S=Skewness = 1.0269_________1.0181 __k=_Exc. Kurtosis = 1.9287________1.9512 ______________ JB = 9.922_________ 9.942
___pvalues by Monte Carlo simulations: ____ S, k, JB observed < normal model Criterium: if normal frequency > obsv. value : count (see my post: Sep 10 2012 7:03 PM)
___________S = 0.0044____________0.0450 ___________k = 1.0000____________1.0000 __________JB = 0.0004____________0.0004
Conclusion In what concerns JBLM statistics, the results do reject that samples were drawn from normal Populations. arxiv.org/pdf/math/0509423 . Critical values: 5%, 2.8814(n=35), 2.3417(n=30) ;1%, 11.736, 8.7182 Because 100% simulated k are larger than both samples observed values, it leads to persuade that both male and female lengths are platikurtic.
Luis A. Afonso



