SciencesPo (version 1.3.8)

bonett.seier: Bonett-Seier test of Geary's kurtosis

Description

Performs the Bonett-Seier test of Geary's measure of kurtosis for normally distributed data.

Usage

bonett.seier(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 Geary's kurtosis equal to sqrt(2/pi) (0.7979). This test has such null hypothesis and is useful to detect a significant difference of Geary's kurtosis in normally distributed data.

References

Bonett, D.G., Seier, E. (2002) A test of normality with high uniform power. Computational Statistics and Data Analysis, 40, 435-445.

Examples

set.seed(1234)
x = rnorm(1000)
geary(x)
bonett.seier(x)

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