I have a question about the D'Agostino skewness test and the Anscombe-Glynn kurtosis test. agostino.test(x, alternative = c("two.sided", "less", "greater")) anscombe.test(x, alternative = c("two.sided", "less", "greater")) The option "alternative" in those two functions seems to be the null hypothesis. In the output, the statement about the alternative hypothesis is correct, which is opposite to what you specify in command. An example below:> skewdata c(rep(44,5),rep(43,15),rep(42,10),rep(41,4),rep(40,3),rep(39,2),rep(38,1))> agostino.test(skewdata, alternative = "greater")D'Agostino skewness test data: skewdata skew = -1.0014, z = -1.7209, p-value = 0.04264 alternative hypothesis: data have negative skewness> anscombe.test(skewdata, alternative=“less")Anscombe-Glynn kurtosis test data: skewdata kurt = 3.4748, z = 1.0716, p-value = 0.1419 alternative hypothesis: kurtosis is greater than 3 -- [[alternative HTML version deleted]]
peter dalgaard
2011-Oct-29 07:02 UTC
[R] alternative option in skewness and kurtosis tests?
On Oct 25, 2011, at 18:23 , Xiang Gao wrote:> I have a question about the D'Agostino skewness test and the Anscombe-Glynn > kurtosis test. > > > agostino.test(x, alternative = c("two.sided", "less", "greater")) > > anscombe.test(x, alternative = c("two.sided", "less", "greater")) > > The option "alternative" in those two functions seems to be the null > hypothesis. In the output, the statement about the alternative hypothesis is > correct, which is opposite to what you specify in command. An example > below:Certainly looks like a bug. You should contact the maintainers of the contributed package containing these tests. -pd> > > >> skewdata > c(rep(44,5),rep(43,15),rep(42,10),rep(41,4),rep(40,3),rep(39,2),rep(38,1)) > >> agostino.test(skewdata, alternative = "greater") > > D'Agostino skewness test > > data: skewdata > > skew = -1.0014, z = -1.7209, p-value = 0.04264 > > alternative hypothesis: data have negative skewness > > >> anscombe.test(skewdata, alternative=?less") > > Anscombe-Glynn kurtosis test > > data: skewdata > > kurt = 3.4748, z = 1.0716, p-value = 0.1419 > > alternative hypothesis: kurtosis is greater than 3 > > > -- > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.-- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com