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