statsmodels.emplike.descriptive.DescStatUV.test_joint_skew_kurt

method

DescStatUV.test_joint_skew_kurt(skew0, kurt0, return_weights=False)

Returns - 2 x log-likelihood and the p-value for the joint hypothesis test for skewness and kurtosis

Parameters

skew0float

Skewness value to be tested

kurt0float

Kurtosis value to be tested

return_weightsbool

If True, function also returns the weights that maximize the likelihood ratio. Default is False.

Returns

test_resultstuple

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