Jarque-Bera test: I dare a definition

Discussion in 'Scientific Statistics Math' started by Luis A. Afonso, Jan 6, 2011.

  1. Since the existing ones I found are not just correct. . . I dare a definition:

    ___________________________

    Based on S, sample skewness coefficient, and K ,kurtosis the Jarque-Bera Test checks though these reduced parameters, U plus the reduced Excess Kurtosis V, do disagree (or not) with the ones obtained from Normal/Gaussian data.
    U= (n/6) * S^2
    V= (n/24)* (K-3)^2
    ____________________

    Any contribution to the discussion would be useful.

    Luis A. Afonso
     
    Luis A. Afonso, Jan 6, 2011
    #1
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  2. OR ELSE:

    Based on S, sample skewness coefficient, and K ,kurtosis, the Jarque-Bera Test checks though these reduced parameters, U, plus the reduced Excess Kurtosis, V,BOTH SQUARED, do disagree (or not) with the ones obtained from Normal/Gaussian data.
    U= (n/6) * S^2
    V= (n/24)* (K-3)^2
     
    Luis A. Afonso, Jan 8, 2011
    #2
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