自由度

NO.PZ2020011101000040

问题如下：

The following data is collected for four distributions:

Which of these datasets are likely (at the 95% confidence level) to not be drawn from a normal distribution?

选项：

解释：

The appropriate test statistic is the Jarque-Bera statistic.

$JB = (T - 1)(\widehat S^2/6+(\widehat\kappa-3)^2/24)$

This will be distributed as $\chi_2^2$ , and for a 5% test size the critical value is 5.99

The following data is collected for four distributions:

So, as the JB figure is greater than 5.99 for datasets B & D, their respective null hypotheses (normally distributed) are rejected.

这个卡方检验的自由度为什么是2呢

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李坏_品职助教 · 2022年06月09日

嗨，努力学习的PZer你好：

这道题考察的是JB test，这个检验的核心就是在检测skew和kurtosis是否都符合正态分布的标准，也就是检验的变量是两个（偏度和峰度），所以卡方检验的自由度是2。参考讲义P337-338：

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NO.PZ2020011101000040 问题如下 The following ta is collectefor four stributions: Whiof these tasets are likely (the 95% confinlevel) to not awn from a normstribution? The appropriate test statistic is the Jarque-Bera statistiJB=(T−1)(S^2/6+(κ^−3)2/24)JB = (T - 1)(\wihS^2/6+(\wihat\kappa-3)^2/24)JB=(T−1)(S2/6+(κ−3)2/24)This will stributeasχ22\chi_2^2χ22, anfor a 5% test size the criticvalue is 5.99The following ta is collectefor four stributions: So, the JB figure is greater th5.99 for tasets their respective null hypotheses (normally stribute are rejecte 考试会给卡方分布表么？助教老师能发一个么？

2024-06-06 15:55 1 · 回答

NO.PZ2020011101000040 卡方分布不是n=2时，95%时5.99么？这里n不是4么？

2022-01-23 02:26 1 · 回答

NO.PZ2020011101000040 5.99是怎么来的？

2021-09-09 01:43 1 · 回答

题目没有。

2020-02-25 20:30 1 · 回答

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