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: | , |
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| Format: | Conference or Workshop Item |
| Language: | English |
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2012
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| 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 |
| _version_ | 1848801769321136128 |
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| author | Pooi, Ah Hin * Soo, Huei Ching * |
| author_facet | Pooi, Ah Hin * Soo, Huei Ching * |
| author_sort | Pooi, Ah Hin * |
| building | SU Institutional Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-14T21:12:43Z |
| format | Conference or Workshop Item |
| id | sunway-198 |
| institution | Sunway University |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T21:12:43Z |
| publishDate | 2012 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | sunway-1982019-03-13T03:49:52Z http://eprints.sunway.edu.my/198/ A test for normality in the presence of outliers Pooi, Ah Hin * Soo, Huei Ching * QA Mathematics 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. 2012-09 Conference or Workshop Item PeerReviewed text en http://eprints.sunway.edu.my/198/1/Pooi%20Ah%20Hin%20-%20A%20test%20for%20nromality%20in%20the%20presence%20of%20Outliers.pdf Pooi, Ah Hin * and Soo, Huei Ching * (2012) A test for normality in the presence of outliers. In: ISM International Statistical Conference (1st). Proceedings, 4 - 6 Sept 2012, Dept. of Mathematics, UTM, PERSADA, Johor Bahru. |
| spellingShingle | QA Mathematics Pooi, Ah Hin * Soo, Huei Ching * A test for normality in the presence of outliers |
| title | A test for normality in the presence of outliers |
| title_full | A test for normality in the presence of outliers |
| title_fullStr | A test for normality in the presence of outliers |
| title_full_unstemmed | A test for normality in the presence of outliers |
| title_short | A test for normality in the presence of outliers |
| title_sort | test for normality in the presence of outliers |
| topic | QA Mathematics |
| url | 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 |