Computes a Monte Carlo p-value (250,000 replications) for the null hypothesis that the sample data come from a normal distribution. If the p-value is small (e.g., less than .05) and the skewness estimate is positive, then the normality assumption can be rejected due to positive skewness. If the p-value is small (e.g., less than .05) and the skewness estimate is negative, then the normality assumption can be rejected due to negative skewness.
For more details, see Section 1.23 of Bonett (2021, Volume 1)
Value
Returns a 1-row matrix. The columns are:
Skewness - estimate of skewness coefficient
p - Monte Carlo two-sided p-value
References
Bonett DG (2021). Statistical Methods for Psychologists https://dgbonett.sites.ucsc.edu/.
Examples
y <- c(30, 20, 15, 10, 10, 60, 20, 25, 20, 30, 10, 5, 50, 40, 95)
test.skew(y)
#> Skewness p
#> 1.52 0.007
# Should return:
# Skewness p
# 1.5201 0.007