What is Jarque Bera test?

What is Jarque Bera test?

What is Jarque Bera test?

This recipe explains what is Jarque Bera test


Recipe Objective

What is Jarque Bera test? How to perform it in python.

The Jarque-Bera test tests the goodness of fitting of data, whether the data have skewness and kurtosis that matches with a normal distribution curve.

To conduct the jarque-bera test we directly use the inbuilt jarque_bera() function which is available in sci-py Library.

Step 1- Importing Libraries.

import numpy as np import scipy.stats as stats import pandas as pd

Step 2- Reading file.

df= pd.read_csv('/content/sample_data/california_housing_train.csv') df.head()

Step 3- Applying jarque_bera test.

#perform Jarque-Bera test stats.jarque_bera(df)

The test statistic is 2009089.7744870293 and the corresponding p-value is 0.0. The p-value is less than 0.05, we reject the null hypothesis. Now we have sufficient evidence to say that this data has skewness and kurtosis which is different from a normal distribution.

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