Summary
The Bera-Jarque GOF test to a normal distribution.
Unit
Statistics
Declaration
Function GOFBeraJarqueTest(Data: TVec; out hRes: THypothesisResult; out Signif: TSample; Alpha: TSample = 0.05): TSample;
| Parameter | Description |
|---|
| Data | Samples to be tested. |
| hRes | Returns the result of the null hypothesis (default assumption is that data composite normality is true). |
| Signif | (Significance level) returns the probability of observing the given result by chance given that the null hypothesis is true. |
| Alpha | Defines the desired significance level. If the significance probability (Signif) is bellow the desired significance (Alpha), the null hypothesis is rejected. |
Result
Bera-Jarque Statistics.
Description
Performs the Bera-Jarque test to a normal distribution.
Categories
Hypothesis testing| Copyright 2008 Dew Research |
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