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The following formulations for the combined skewness and kurtosis test were developed based on the reference [41].
For the skewness, we have:
Figure 76: Equation. Skewness definition.
For kurtosis, we have:
Figure 77: Equation. Kurtosis definition.
To evaluate the skewness and kurtosis tests results, the non-dimensional skewness and kurtosis coefficients are computed, as following:
Figure 78: Equation. Non-dimensional skewness coefficient definition.
Figure 79: Equation. Non-dimensional kurtosis coefficient definition.
Based on the g1 and g2 values, the statistics and b2 are found next:
Figure 80: Equation. Definition of statistic.
Figure 81: Equation. Definition of b2 statistic.
To find z1 value, the following parameters are computed using and b2 statistics:
Figure 82: Equation. Definition of intermediate parameter A.
Figure 83: Equation. Definition of intermediate parameter B.
Figure 84: Equation. Definition of intermediate parameter C.
Figure 85: Equation. Definition of intermediate parameter D.
Figure 86: Equation. Definition of intermediate parameter E.
The corresponding z1 value used as a skewness test statistic is the following:
Figure 87: Equation. Definition of skewness test statistic z1.
To find z2 value, the following intermediate parameters are computed next:
Figure 88: Equation. Definition of the mean of intermediate parameter meanb2.
Figure 89: Equation. Definition of the variance of intermediate parameter varb2.
Figure 90: Equation. Definition of intermediate parameter F.
Figure 91: Equation. Definition of intermediate parameter G.
Figure 92: Equation. Definition of intermediate parameter H.
The corresponding z2 value used as a kurtosis test statistic is the following:
Figure 93: Equation. Definition of kurtosis test statistic z2.
The z1 and z2 statistics are used to obtain the p-values (the probability that values of the standard normal distribution are more extreme than the computed z1 and z2 statistics).