sj.test {lawstat}

Test of Normality – SJ Test

Description

Perform the robust directed test of normality, which is based on the ratio of the classical standard deviation S to the robust standard deviation J (Average Absolute Deviation from the Median, MAAD) of the sample data. See Gel et al. (2007).

Usage

sj.test(x, crit.values = c("t.approximation", "empirical"), N = 0)

Arguments

x

a numeric vector of data values.

crit.values

a character string specifying how the critical values should be obtained, i.e., approximated by the t-distribution (default) or empirically.

N

number of Monte Carlo simulations for the empirical critical values.

Value

A list of class "htest" with the following components:

statistic

the standardized test statistic.

p.value

the p-value.

parameter

the ratio of the classical standard deviation S to the robust standard deviation J.

data.name

a character string giving the name of the data.

Author(s)

Wallace Hui, Yulia R. Gel, Joseph L. Gastwirth, Weiwen Miao

References

Gel YR, Miao W, Gastwirth JL (2007). “Robust directed tests of normality against heavy-tailed alternatives.” Computational Statistics & Data Analysis, 51(5), 2734–2746. doi:10.1016/j.csda.2006.08.022.

See Also

rqq, rjb.test, jarque.bera.test

Examples

data(bias)
sj.test(bias)