Statistical techniques Flashcards
1
Q
What is the Jarque-Bera tets?
When is it used?
A
A type of Lagrange multiplier
It is a test for normality.
Usually run before one of these tests to confirm normality.
It is usually used for large data sets, because other normality tests are not reliable when n is large (for example, Shapiro-Wilk isn’t reliable with n more than 2,000).
