bonett.test: Bonett-Seier test of Geary's kurtosis

In moments: Moments, Cumulants, Skewness, Kurtosis and Related Tests

Bonett-Seier test of Geary's kurtosis

Description

This function performs Bonett-Seier test of Geary's measure of kurtosis for normally distributed data.

Usage

bonett.test(x, alternative = c("two.sided", "less", "greater"))

Arguments

x	a numeric vector of data values.
alternative	a character string specifying the alternative hypothesis, must be one of '"two.sided"' (default), '"greater"' or '"less"'. You can specify just the initial letter.

Details

Under the hypothesis of normality, data should have Geary's kurtosis equal to sqrt(2/pi) (0.7979). This test has such null hypothesis and is useful to detect a significant difference of Geary's kurtosis in normally distributed data.

Value

A list with class htest containing the following components:

statistic	the list containing Geary's kurtosis estimator and its transformation.
p.value	the p-value for the test.
alternative	a character string describing the alternative hypothesis.
method	a character string indicating what type of test was performed.
data.name	name of the data argument.

Author(s)

Lukasz Komsta

References

Bonett, D.G., Seier, E. (2002) A test of normality with high uniform power. Computational Statistics and Data Analysis, 40, 435-445.

See Also

geary

Examples

set.seed(1234)
x = rnorm(1000)
geary(x)
bonett.test(x)

moments documentation built on May 2, 2022, 5:06 p.m.