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Last data update: 2014.03.03

R: Test of Normality - SJ Test

sj.test

R Documentation

Test of Normality - SJ Test

Description

This function performs the robust directed test of normality which is based on the ratio of the classical standard deviation s to the robust standard deviation J (Average Absolute Deviation from the Median (MAAD)) of the sample data.

Usage

sj.test(x, crit.values = c("t.approximation", "empirical"), N = 0)

Arguments

`x`	a numeric vector of data values.
`crit.values`	a character string specifying how the critical values should be obtained, i.e. approximated by the t-distribution (default) or empirically.
`N`	number of Monte Carlo simulations for the empirical critical values

Value

A list with the following numeric components.

`statistic`	the standardized test statistic
`p.value`	the p-value.
`parameter`	the ratio of the classical standard deviation S to the robust standard deviation J.
`data.name`	a character string giving the name of the data.

Author(s)

Wallace Hui, Yulia R. Gel, Joseph L. Gastwirth, Weiwen Miao

References

Gastwirth, J. L.(1982) Statistical Properties of A Measure of Tax Assessment Uniformity, Journal of Statistical Planning and Inference 6, 1-12.

Gel, Y. R., Miao, W., and Gastwirth, J. L. (2007) Robust Directed Tests of Normality Against Heavy Tailed Alternatives. Computational Statistics and Data Analysis 51, 2734-2746.

Examples

data(bias)
sj.test(bias)

##        Test of Normality - SJ Test
##
## data:  bias 
## Standardized SJ Statistic = 2.5147, ratio of S to J = 1.068, p-value = 0.0216