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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: 4,518
From: LIsbon (Portugal)
Registered: 2/16/05
Re: Jarque-Bera statistics guessing Normal or Uniform?
Posted: Apr 18, 2013 6:36 AM
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NOTE

It should be emphasized that the distribution by outputs [abc] are the same, regarding H0: Normal, against Ha: Uniform, whatever the parameter´s Distributions, mu, sigma, for Normal, and b in what concerns Uniform: U= b*(RND - 0.5), - 0.5*b <= U <= 0.5*b.
In consequence, remarkably, the Fingerprint´s technique is completely general as it would be demanded: one is able, at least with n=100, to make a neat distinction between the two Statistical Distributions, as it was shown.

Luis A. Afonso



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