# Talk:Jarque–Bera test

WikiProject Statistics (Rated Start-class, Low-importance)

This article is within the scope of the WikiProject Statistics, a collaborative effort to improve the coverage of statistics on Wikipedia. If you would like to participate, please visit the project page or join the discussion.

Start  This article has been rated as Start-Class on the quality scale.
Low  This article has been rated as Low-importance on the importance scale.

WikiProject Mathematics (Rated Start-class, Low-importance)
This article is within the scope of WikiProject Mathematics, a collaborative effort to improve the coverage of Mathematics on Wikipedia. If you would like to participate, please visit the project page, where you can join the discussion and see a list of open tasks.
Mathematics rating:
 Start Class
 Low Importance
Field: Probability and statistics

Material was copied and pasted here from Jarque bera, now a redirect page with the early edit history. Michael Hardy 03:02, 3 November 2005 (UTC)

Now, if we are using the definition of normal distribution having a kurtosis of zero, while many other sources - outside of wikipedia - use 3, shouldn't we, for the case of clarity offer two alternative specifications for this test? Psw2xx 18:53, 12 March 2006 (UTC)

Why? The definitions differ by exactly three; anyone capable of calculating kurtosis in the first place should be able to cope with the substitution involved. Septentrionalis 06:30, 13 March 2006 (UTC)

Shouldn't this formula use the unbiased versions of sample movements, i.e. (n-1) instead of n? 67.165.154.19 17:23, 31 March 2007 (UTC)

## Critical values for small samples

As was pointed out in the article, for small samples the true critical values can differ significantly from those obtained from the chi square distribution with 2 degrees of freedom. See, for example, Wuertz and Katzgraber's paper, "Precise finite-sample quantiles of the Jarque-Bera adjusted Lagrange multiplier test" (2009) (avaiable at http://mpra.ub.uni-muenchen.de/19155/1/MPRA_paper_19155.pdf) which shows critical values obtained using the "R" programming language to perform a Monte Carlo simulation with 10^7 replications. Skinnerd (talk) 21:28, 18 November 2014 (UTC)

Deserve be checked. —Preceding unsigned comment added by Oscarjquintana (talkcontribs) 06:06, 16 August 2010 (UTC)

## Changed formula

changed formula (specifically the K, kurtosis, part, it should be K-3, not K on its own). The formula now follows the common notation for Jarque-Bera.

## Reference

J. B. Cromwell, W. C. Labys and M. Terraza (1994): _Univariate Tests for Time Series Models_, Sage, Thousand Oaks, CA, pages 20-22.

but no other reference. Since R and Wikipedia are both GPL projects, I think they should have similar references :-)

Is it appropriate to add a section about programming languages for each statistical test or function or distribution or whatever? Albmont 11:02, 14 November 2006 (UTC)

Re the reference: That's clearly a secondary source, whereas the present revision of the article here lists the primary source. Re programming languages: I'm not entirely sure how appropriate and informative it is to list programming languages or statistical packages here. For unusual procedures, perhaps, but for something as basic as normality tests, one would think that all the usual suspects (S+/R, SAS, SPSS, Stata, ...) either have functionality for it or allow such functionality to be implemented straightforwardly. This is the sort of information that can easily be looked up in the manual of whatever statistics package you're using. --MarkSweep (call me collect) 06:42, 15 November 2006 (UTC)

## Notation

The notation be might be improved : at present there is no clear distinctuion between the population and the sample versions of the moments and k-statistics. However there may be a benefit from keeping the present brevity. Melcombe 14:18, 10 July 2007 (UTC)

## History

Anil K. Bera's biography (found in his page) has the story behind the test. Maybe it would be interesting to add this part to the article. Albmont (talk) 16:53, 14 November 2008 (UTC)