Search All of the Math Forum:
Views expressed in these public forums are not endorsed by
NCTM or The Math Forum.
|
|
|
Math Forum
»
Discussions
»
sci.math.*
»
sci.stat.math
Notice: We are no longer accepting new posts, but the forums will continue to be readable.
Topic:
From Sweden, shamefully . . .
Replies:
1
Last Post:
Apr 6, 2013 6:08 PM
|
 |
|
Luis A. Afonso
Posts:
4,758
From:
LIsbon (Portugal)
Registered:
2/16/05
|
|
From Sweden, shamefully . . .
Posted:
Apr 6, 2013 3:36 PM
|
|
The paper is called:
Robust Critical Values for the Jarque-bera Test for Normality
Author: PANAGIOTIS MANTALOS
Origin: Jonkoping International Business School
,and can be found at:
hj.se/?d/18.3bf8114412e804c78638000150/WP2010-8.pdf
At two successive pages it can be found:
__mu2(g1)= 6*(n-2)/ [(n+1)*(n+3)] _______________(2.4)
__mu2(g2)= 24*(n-2)*(n-3)/[(n+1)^2*(n+3)*(n+5)]___(2.6)
JB= n* [(g1)^2/ 6 + (g2)^2/ 24]___________________(2.7)
And finally (2.11)
JBM= n*[(g1)^2 /mu2(g1) + (g2-mu1(g2))/(mu2(g2))
Specifically the author didn´t get that (2.7) is incompatible with the well-known Jarque-Bera statistics, ordinarily written.
_________JB= n*[S^2/ 6 + (K-3)^2/ 24],
(a former expression to which JBM intends to be an improvement). In fact (2.4) tends as 6/n and (2.8) as 24/n. The n factor at (2.11) has no place to exist, any chance . . . because the variance of S (skewness) and k (excess kurtosis) do tend asymptotically for 6/n and 24/n respectively, and not for 6 and 24 as he thinks.
The correction is stated here no matter to be easily detectable.
Luis A. Afonso
|
|
|
|
