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