JarqueBeraTest Class

public sealed class JarqueBeraTest : OneSampleTest

Public NotInheritable Class JarqueBeraTest
	Inherits OneSampleTest

public ref class JarqueBeraTest sealed : public OneSampleTest

[<SealedAttribute>]
type JarqueBeraTest = 
    class
        inherit OneSampleTest
    end

Inheritance

Object  →  HypothesisTest  →  OneSampleTest<Double>  →  OneSampleTest  →  JarqueBeraTest

The Jarque-Bera test is a one-sample omnibus test of normality based on the sample skewness and kurtosis.

The test statistic asymptotically follows a chi-square distribution with two degrees of freedom. Large values of the statistic indicate evidence against the null hypothesis of normality.

The p-value uses this asymptotic chi-square approximation and should be interpreted with caution for small samples. In practice, the approximation is commonly treated as more reliable for larger samples.

Reference