Double GOFBeraJarqueTest(TVec Data, ref THypothesisResult hRes, ref Double Signif, Double Alpha)
The Bera-Jarque GOF test to a normal distribution.
| # | Name | Description |
|---|---|---|
| 1 | Data | Samples to be tested. |
| 2 | hRes | Returns the result of the null hypothesis (default assumption is that data composite normality is true). |
| 3 | Signif | (Significance level) returns the probability of observing the given result by chance given that the null hypothesis is true. |
| 4 | Alpha | Defines the desired significance level. If the significance probability (Signif) is bellow the desired significance (Alpha), the null hypothesis is rejected. |
Returns: Double - Bera-Jarque Statistics.
Remarks:
Performs the Bera-Jarque test to a normal distribution.
See Also: Statistics.GOFLillieTest, Statistics.GOFKolmogorov