Jarque-Bera test
Regular test
HypothesisTests.JarqueBeraTest
— TypeJarqueBeraTest(d::AbstractUncertainValue, n::Int = 1000) -> JarqueBeraTest
Compute the Jarque-Bera statistic to test the null hypothesis that an uncertain value is normally distributed.
Pooled test
UncertainData.UncertainStatistics.JarqueBeraTestPooled
— FunctionJarqueBeraTestPooled(ud::UncertainDataset, n::Int = 1000) -> JarqueBeraTest
First, draw n
realisations of each uncertain value in ud
and pool them together. Then, compute the Jarque-Bera statistic to test the null hypothesis that the values of the pool are normally distributed.
Element-wise test
UncertainData.UncertainStatistics.JarqueBeraTestElementWise
— FunctionOneSampleADTestElementWise(ud::UncertainDataset,
n::Int = 1000) -> Vector{JarqueBeraTest}
First, draw n
realisations of each uncertain value in ud
, keeping one pool of values for each uncertain value.
Then, compute the Jarque-Bera statistic to test the null hypothesis that each value pool is normally distributed.