Created
October 19, 2023 12:59
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from scipy.stats import jarque_bera | |
import numpy as np | |
# generate two sample datasets | |
data1 = np.random.normal(0, 1, size=100) | |
data2 = np.random.uniform(size=100) | |
# perform Jarque-Bera test on each dataset | |
jb_stat1, jb_p1 = jarque_bera(data1) | |
jb_stat2, jb_p2 = jarque_bera(data2) | |
# print the results | |
print("Jarque-Bera statistic (data1):", jb_stat1) | |
print("p-value (data1):", jb_p1) | |
print("Jarque-Bera statistic (data2):", jb_stat2) | |
print("p-value (data2):", jb_p2) | |
# perform hypothesis testing | |
alpha = 0.05 | |
if jb_p1 > alpha: | |
print("The null hypothesis (data1 comes from a normal distribution) cannot be rejected.") | |
else: | |
print("The null hypothesis (data1 comes from a normal distribution) is rejected.") | |
if jb_p2 > alpha: | |
print("The null hypothesis (data2 comes from a normal distribution) cannot be rejected.") | |
else: | |
print("The null hypothesis (data2 comes from a normal distribution) is rejected.") |
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