SciencesPo (version 1.3.9)

bonett.seier: Bonett-Seier test of Geary's kurtosis

Description

Performs the Bonett-Seier test of Geary's measure of kurtosis for normally distributed data.

Usage

bonett.seier(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 Geary's kurtosis equal to sqrt(2/pi) (0.7979). This test has such null hypothesis and is useful to detect a significant difference of Geary's kurtosis in normally distributed data.

References

Bonett, D.G., Seier, E. (2002) A test of normality with high uniform power. Computational Statistics and Data Analysis, 40, 435-445.

Examples

set.seed(1234)
x = rnorm(1000)
geary(x)
bonett.seier(x)