kurtosis.norm.test: Kurtosis test for normality

Description Usage Arguments Details Value Author(s) References Examples

Description

Performs kurtosis test for the composite hypothesis of normality, see, e.g., Shapiro, Wilk and Chen (1968).

Usage

1
kurtosis.norm.test(x, nrepl=2000)

Arguments

x

a numeric vector of data values.

nrepl

the number of replications in Monte Carlo simulation.

Details

The kurtosis test for normality is based on the following statistic:

b_2 = \frac{\frac{1}{n}∑_{i=1}^n(X_i - \overline{X})^4}{≤ft(\frac{1}{n}∑_{i=1}^n(X_i - \overline{X})^2\right)^2},

The p-value is computed by Monte Carlo simulation.

Value

A list with class "htest" containing the following components:

statistic

the value of the test statistic.

p.value

the p-value for the test.

method

the character string "Kurtosis test for normality".

data.name

a character string giving the name(s) of the data.

Author(s)

Ilya Gavrilov and Ruslan Pusev

References

Shapiro, S. S., Wilk, M. B. and Chen, H. J. (1968): A comparative study of various tests for normality. — Journal of the American Statistical Association, vol. 63, pp. 1343–1372.

Examples

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2

Example output

	Kurtosis test for normality

data:  rnorm(100)
T = 2.8356, p-value = 0.7275


	Kurtosis test for normality

data:  runif(100, -1, 1)
T = 1.8465, p-value = 0.016

normtest documentation built on May 2, 2019, 7:28 a.m.