Jarque-Bera test for normality
This function performs the Jarque-Bera test on the given data sample to determine if the data are sample drawn from a normal population.
- a numeric vector of data
Under the hypothesis of normality, data should be symmetrical (i.e. skewness should be equal to zero) and have skewness chose to three. The Jarque-Bera statistic is chi-square distributed with two degrees of freedom.
A list with class
- the list containing the Jarque-Bera statistic
- the p-value for the test.
- a character string describing the alternative hypothesis.
- a character string indicating what type of test was performed.
- name of the data argument.
htestcontaining the following components:
Jarque, C. M., Bera, A. K. (1980) Efficient test for normality, homoscedasticity and serial independence of residuals, Economic Letters, Vol. 6 Issue 3, 255-259.
set.seed( 1234 ) x <- rnorm( 1000 ) jarque.test( x )