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Statistics.GOFBeraJarqueTest Method

The Bera-Jarque GOF test to a normal distribution.

Syntax
C#
Visual Basic
public static double GOFBeraJarqueTest([In] TVec Data, out THypothesisResult hRes, out double Signif, double Alpha);
Parameters 
Description 
[In] TVec Data 
Samples to be tested. 
out THypothesisResult hRes 
Returns the result of the null hypothesis (default assumption is that data composite normality is true). 
out double Signif 
(Significance level) returns the probability of observing the given result by chance given that the null hypothesis is true. 
double 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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