sj.test: Test of Normality - SJ Test

In lawstat: Tools for Biostatistics, Public Policy, and Law

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 \insertCiteGel_etal_2007;textuallawstat.

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

\insertAllCited

See Also

rqq, rjb.test, jarque.bera.test

Examples

data(bias)
sj.test(bias)

lawstat documentation built on April 6, 2023, 1:06 a.m.