Hi, is there a test for the H0 skewness=0 (or with skewness as test statistic and normality as H0) implemented in R? Thank you, Christian *********************************************************************** Christian Hennig Fachbereich Mathematik-SPST/ZMS, Universitaet Hamburg hennig at math.uni-hamburg.de, http://www.math.uni-hamburg.de/home/hennig/ ####################################################################### ich empfehle www.boag-online.de
On Mon, Jan 17, 2005 at 07:59:32PM +0100, Christian Hennig wrote:> Hi, > > is there a test for the H0 skewness=0 (or with skewness as test > statistic and normality as H0) implemented in R?Not that I know of, but tseries has the standard Jarque-Bera test that combines 3rd and 4th moment tests into a chisq(2) as on omnibus test for normality. Cutting and pasting from the code in tseries/R/test.R, one could probably take that apart and just use m1 <- sum(x)/n m2 <- sum((x-m1)^2)/n m3 <- sum((x-m1)^3)/n m4 <- sum((x-m1)^4)/n b1 <- (m3/m2^(3/2))^2 STATISTICS <- n * 1/6 * b1 as a chisq(1). But I have no idea what the power of that test would be. Hth, Dirk -- Better to have an approximate answer to the right question than a precise answer to the wrong question. -- John Tukey as quoted by John Chambers
On Monday 17 January 2005 10:59, Christian Hennig wrote:> Hi, > > is there a test for the H0 skewness=0 (or with skewness as test > statistic and normality as H0) implemented in R? > > Thank you, > Christian >The e1071 package contains skewness()and kurtosis()commands. That may be a place to start at least. John
Hi Christian,
see this links for skewness tests:
http://www.xycoon.com/skewness_test_1.htm
http://www.xycoon.com/skewness_test_2.htm
http://www.xycoon.com/skewness_small_sample_test_1.htm
http://www.xycoon.com/skewness_small_sample_test_2.htm
there you can find some help to solve your problem. I
believe it's simple to write R code!
Regards,
Vito
You wrote:
Hi,
is there a test for the H0 skewness=0 (or with
skewness as test
statistic and normality as H0) implemented in R?
Thank you,
Christian
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