SciencesPo (version 1.3.7)

anscombe.glynn: Anscombe-Glynn test of kurtosis

Description

Performs the Anscombe-Glynn test of kurtosis for normal samples.

Usage

anscombe.glynn(x, alternative = c("two.sided", "less", "greater"))

Arguments

x

A numeric vector of data values.

alternative

A character string specifying the alternative hypothesis, must be one of '"two.sided"' (default), '"greater"' or '"less"'. You can specify just the initial letter.

Details

Under the hypothesis of normality, data should have kurtosis equal to 3.This test has such null hypothesis and is useful to detect a significant difference of kurtosis in normally distributed data.

References

Anscombe, F.J., Glynn, W.J. (1983) Distribution of kurtosis statistic for normal statistics. Biometrika, 70, 1, 227-234

Examples

set.seed(1234)
x = rnorm(1000)
kurtosis(x)
anscombe.glynn(x)