Maria E. Calzada and Stephen M. Scariano Loyola University New Orleans New Orleans, LA 70118 [email protected] Abstract: A host of materials in an introductory level statistics course relies on the “normality assumption.” However, assessing normality is a very subtle and difficult task, even for expert data analysts. To aid our student’s understanding we have written a program that implements a...

We introduce the “sample” technique to generate robust critical values for the Jarque and Bera (JB) Lagrangian Multiplier (LM) test for normality, JBCV( 1 2 , k k ), by using improved critical values the true size of the test approaches its nominal value. Monte Carlo methods are used to study the size, and the power of the JB normality test with the “sample” critical values and compare with thr...