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A test for normality in the presence of outliers
Pooi, Ah Hin1, Soo, Huei Ching2.
The Jarque-Bera test is a test based on the coefficients of skewness (S) and kurtosis (K) for testing whether the given random sample is from a normal population. When the random sample of size n contains m outliers, we use the remaining n-m observations to compute two statistics S* and K* which mimic the statistics S and K. The statistics S* and K* are next transformed to z1 and z2 which are uncorrelated and having standard normal distributions when the original population is normal. We show that the acceptance region given by a circle in the (z1, z2) plane is suitable for testing the normality assumption.
Affiliation:
- Sunway University, Malaysia
- Sunway University, Malaysia
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Indexation |
Indexed by |
MyJurnal (2021) |
H-Index
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6 |
Immediacy Index
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0.000 |
Rank |
0 |
Indexed by |
Scopus 2020 |
Impact Factor
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CiteScore (1.4) |
Rank |
Q3 (Engineering (all)) |
Additional Information |
SJR (0.191) |
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