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Thread: Why statistic jarque bera is following chi square distribution?

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    Why statistic jarque bera is following chi square distribution?



    anybody help me? Why statistic jarque bera is following chi square distribution?
    I know that jarque bera test is sum of the squared values of two N(0,1) distributed random variables, but i need help to proof this step by step.
    Thanks..

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    Re: Why statistic jarque bera is following chi square distribution?

    Actually previously I am studying the same problem, and have written a detailed proof (about 2-3 pages long). The proof is elementary and I start from the exercise of the book "Elements of Large-Sample Theory". I am a little bit busy so may not post it here now.

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    Re: Why statistic jarque bera is following chi square distribution?


    thanks for your help.. I'll search the book..

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