anscombe.test

0th

Percentile

Anscombe-Glynn test of kurtosis

Performs Anscombe-Glynn test of kurtosis for normal samples

Keywords
htest
Usage
anscombe.test(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.

Value

A list with class htest containing the following components:
statistic
the list containing kurtosis estimator and its transformation.
p.value
the p-value for the test.
alternative
a character string describing the alternative hypothesis.
method
a character string indicating what type of test was performed.
data.name
name of the data argument.

References

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

kurtosis

Aliases
• anscombe.test
Examples
set.seed(1234)
x = rnorm(1000)
kurtosis(x)
anscombe.test(x)

Documentation reproduced from package moments, version 0.14, License: GPL (>= 2)

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