Class JarqueBeraDistribution
- java.lang.Object
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- dev.nm.stat.distribution.univariate.EmpiricalDistribution
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- dev.nm.stat.test.distribution.normality.JarqueBeraDistribution
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- All Implemented Interfaces:
ProbabilityDistribution
public class JarqueBeraDistribution extends EmpiricalDistribution
Jarque-Bera distribution is the distribution of the Jarque-Bera statistics, which measures the departure from normality. The statistics is \[ JB = \frac{n}{6}[S^2 + \frac{K^2}{4}] \] S is the skewness; K is the kurtosis.- See Also:
- Wikipedia: Jarque-Bera test
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Constructor Summary
Constructors Constructor Description JarqueBeraDistribution(int N, int nSim)
Construct a Jarque-Bera distribution using Monte Carlo simulation.JarqueBeraDistribution(int N, int nSim, StandardNormalRNG rnorm)
Construct a Jarque-Bera distribution using Monte Carlo simulation.
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Constructor Detail
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JarqueBeraDistribution
public JarqueBeraDistribution(int N, int nSim, StandardNormalRNG rnorm)
Construct a Jarque-Bera distribution using Monte Carlo simulation.- Parameters:
N
- the number of observations in a samplenSim
- the number of simulationsrnorm
- a Gaussian random number generator
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JarqueBeraDistribution
public JarqueBeraDistribution(int N, int nSim)
Construct a Jarque-Bera distribution using Monte Carlo simulation.- Parameters:
N
- the number of observations in a samplenSim
- the number of simulations
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