JBTest {Jmisc}

p Value of Jarque Bera test

Description

Return the p Value of Jarque Bera test. The Jarque Bera test test the null hypothesis that the data are from a normal distribution.

Usage

JBTest(x)

Arguments

x

data

Value

p Value of Jarque Bera test

Author(s)

TszKin Julian Chan [e-mail]

Examples

JBTest(rnorm(50))
JBTest(rt(50,3))

n=100
# size
mean(replicate(n,JBTest(rnorm(100)))<0.05)

# power
mean(replicate(n,JBTest(rt(100,3)))<0.05)