SciencesPo (version 1.3.9)

anscombe.glynn: Anscombe-Glynn test of kurtosis

Description

Performs the Anscombe-Glynn test of kurtosis for normal samples.

Usage

anscombe.glynn(x, alternative = c("two.sided", "less", "greater"))

Arguments

x

A numeric vector of data values.

alternative

A character string specifying the alternative hypothesis, must be one of '"two.sided"' (default), '"greater"' or '"less"'. You can specify just the initial letter.

encoding

UTF-8

Details

Under the hypothesis of normality, data should have kurtosis equal to 3.This test has such null hypothesis and is useful to detect a significant difference of kurtosis in normally distributed data.

References

Anscombe, F.J., Glynn, W.J. (1983) Distribution of kurtosis statistic for normal statistics. Biometrika, 70, 1, 227-234

Examples

set.seed(1234)
x = rnorm(1000)
kurtosis(x)
anscombe.glynn(x)