Enter the sample size, sample skewness coefficient, and the kurtosis coefficient into the calculator to determine the JB statistic.
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JB Test Formula
The following formula is used to calculate a JB test.
JB = n* [ (SK)^2 / 6 + (b2 - 3)^2 / 24]
- Where JB is the Jarque-Bera Statistic
- SK is the coefficient of skewness
- b2 is the kurtosis coefficient
What is a JB statistic?
A JB statistic is a Lagrange multiplier test that tests for normality in a sample.
How to calculate JB statistic?
The following example outlines how to perform a JB test.
First, determine the sample size. In this example, the sample size is 100.
Next, determine the coefficient of skewness. In this case, the coefficient of skewness is found to be, .76.
Next, determine the kurtosis coefficient. For this problem, the kurtosis coefficient is measured to be 3.5.
Finally, calculate the JB value using the formula above:
JB = n* [ (SK)^2 / 6 + (b2 – 3)^2 / 24]
JB = 100* [ (.76)^2 / 6 + (3.5 – 3)^2 / 24 ]
JB = 10.668333