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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 : tuple

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

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