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.
This will be distributed as, 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.
5.99是怎么来的?