A test for normality in the presence of outliers
The Jarque-Bera test is a test based on the coefficients of skewness (S) and kurtoss (K) for testing whether the given random sample is from a normal population. When the random sample of size n constains m outliers, we use the remaining n -- m observations to compute two statistics S* and K* which...
| Main Authors: | , |
|---|---|
| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2012
|
| Subjects: | |
| Online Access: | http://eprints.sunway.edu.my/198/ http://eprints.sunway.edu.my/198/1/Pooi%20Ah%20Hin%20-%20A%20test%20for%20nromality%20in%20the%20presence%20of%20Outliers.pdf |
| Summary: | The Jarque-Bera test is a test based on the coefficients of skewness (S) and kurtoss (K) for testing whether the given random sample is from a normal population. When the random sample of size n constains m outliers, we use the remaining n -- m observations to compute two statistics S* and K* which mimics the statistics S and K. The statistics S* and K* are next transformed to z1 and Z2 which are uncorrelated and having standard normal distributions when the original population is normal. We show that the acceptance region given by a circle in the z1 -- z2 plane is suitable for testing the normality assumption. |
|---|