norm.1996AJB {SHT} | R Documentation |
Adjusted Jarque-Bera Test of Univariate Normality by Urzua (1996)
Description
Given an univariate sample x
, it tests
H_0 : x\textrm{ is from normal distribution} \quad vs\quad H_1 : \textrm{ not } H_0
using a test procedure by Urzua (1996), which is a modification of Jarque-Bera test.
Usage
norm.1996AJB(x, method = c("asymptotic", "MC"), nreps = 2000)
Arguments
x |
a length- |
method |
method to compute |
nreps |
the number of Monte Carlo simulations to be run when |
Value
a (list) object of S3
class htest
containing:
- statistic
a test statistic.
- p.value
p
-value underH_0
.- alternative
alternative hypothesis.
- method
name of the test.
- data.name
name(s) of provided sample data.
References
UrzĂșa CM (1996). “On the correct use of omnibus tests for normality.” Economics Letters, 53(3), 247–251. ISSN 01651765.
Examples
## generate samples from uniform distribution
x = runif(28)
## test with both methods of attaining p-values
test1 = norm.1996AJB(x, method="a") # Asymptotics
test2 = norm.1996AJB(x, method="m") # Monte Carlo
[Package SHT version 0.1.8 Index]