lawstat (version 3.2)

sj.test: Test of Normality - SJ Test

Description

This function performs the robust directed test of normality which is based on the ratio of the classical standard deviation s to the robust standard deviation J (Average Absolute Deviation from the Median (MAAD)) of the sample data.

Usage

sj.test(x, crit.values = c("t.approximation", "empirical"), N = 0)

Arguments

x

a numeric vector of data values.

crit.values

a character string specifying how the critical values should be obtained, i.e. approximated by the t-distribution (default) or empirically.

N

number of Monte Carlo simulations for the empirical critical values

Value

A list with the following numeric components.

statistic

the standardized test statistic

p.value

the p-value.

parameter

the ratio of the classical standard deviation S to the robust standard deviation J.

data.name

a character string giving the name of the data.

References

Gastwirth, J. L.(1982) Statistical Properties of A Measure of Tax Assessment Uniformity, Journal of Statistical Planning and Inference 6, 1-12.

Gel, Y. R., Miao, W., and Gastwirth, J. L. (2007) Robust Directed Tests of Normality Against Heavy Tailed Alternatives. Computational Statistics and Data Analysis 51, 2734-2746.

See Also

rqq, rjb.test, jarque.bera.test (in tseries package)

Examples

# NOT RUN {
data(bias)
sj.test(bias)

##        Test of Normality - SJ Test
##
## data:  bias 
## Standardized SJ Statistic = 2.5147, ratio of S to J = 1.068, p-value = 0.0216

# }