The Bera-Jarque GOF test to a normal distribution.
function GOFBeraJarqueTest(const Data: TVec; out hRes: THypothesisResult; out Signif: double; Alpha: double = 0.05): double;
Parameters |
Description |
Data |
Samples to be tested. |
hRes |
Returns the result of the null hypothesis (default assumption is that data composite normality is true). |
Signif |
(Significance level) returns the probability of observing the given result by chance given that the null hypothesis is true. |
Alpha |
Defines the desired significance level. If the significance probability (Signif) is bellow the desired significance (Alpha), the null hypothesis is rejected. |
Bera-Jarque Statistics.
Performs the Bera-Jarque test to a normal distribution.
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