moments (version 0.14.1)

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

Description

This function performs Bonett-Seier test of Geary's measure of kurtosis for normally distributed data.

Usage

bonett.test(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.

Value

A list with class htest containing the following components:

statistic

the list containing Geary's kurtosis estimator and its transformation.

p.value

the p-value for the test.

alternative

a character string describing the alternative hypothesis.

method

a character string indicating what type of test was performed.

data.name

name of the data argument.

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.

See Also

geary

Examples

# NOT RUN {
set.seed(1234)
x = rnorm(1000)
geary(x)
bonett.test(x)
# }