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statsmodels.emplike.descriptive.DescStatUV.test_joint_skew_kurt

DescStatUV.test_joint_skew_kurt(skew0, kurt0, return_weights=False) [source]

Returns - 2 x log-likelihood and the p-value for the joint hypothesis test for skewness and kurtosis

Parameters:
  • skew0 (float) – Skewness value to be tested
  • kurt0 (float) – Kurtosis value to be tested
  • return_weights (bool) – If True, function also returns the weights that maximize the likelihood ratio. Default is False.
Returns:

test_results – The log-likelihood ratio and p-value of the joint hypothesis test.

Return type:

tuple

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.emplike.descriptive.DescStatUV.test_joint_skew_kurt.html