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The **Jarque-Bera test** is a goodness-of-fit test that determines whether or not sample data have skewness and kurtosis that matches a normal distribution.

The test statistic of the Jarque-Bera test is always a positive number and the further it is from zero, the more evidence that the sample data does not follow a normal distribution.

This tutorial explains how to conduct a Jarque-Bera test in Python.

**How to Perform a Jarque-Bera test in Python**

To conduct a Jarque-Bera test in Python we can use the jarque_bera function from the Scipy library, which uses the following syntax:

**jarque_bera(x)**

where:

**x:**an array of observations

This function returns a test statistic and a corresponding p-value.

**Example 1**

Suppose we perform a Jarque-Bera test on a list of 5,000 values that follow a normal distribution:

import numpy as np import scipy.stats as stats #generate array of 5000 values that follow a standard normal distribution np.random.seed(0) data = np.random.normal(0, 1, 5000) #perform Jarque-Bera test stats.jarque_bera(data) (statistic=1.2287, pvalue=0.54098)

The test statistic isÂ **1.2287Â **and the corresponding p-value isÂ **0.54098**. Since this p-value is not less than .05, we fail to reject the null hypothesis. We donâ€™t have sufficient evidence to say that this data has skewness and kurtosis that is significantly different from a normal distribution.

This result shouldnâ€™t be surprising since the data that we generated is composed of 5000 random variables that follow a normal distribution.

**Example 2**

Now suppose we perform a Jarque-Bera test on a list of 5,000 values that follow a uniform distribution:

import numpy as np import scipy.stats as stats #generate array of 5000 values that follow a uniform distribution np.random.seed(0) data = np.random.uniform(0, 1, 5000) #perform Jarque-Bera test stats.jarque_bera(data) (statistic=300.1043, pvalue=0.0)

The test statistic isÂ **300.1043**Â and the corresponding p-value isÂ **0.0**. Since this p-value is less than .05, we reject the null hypothesis. Thus, we have sufficient evidence to say that this data has skewness and kurtosis that is significantly different from a normal distribution.

This result also shouldnâ€™t be surprising since the data that we generated is composed of 5000 random variables that follow a uniform distribution, which should have skewness and kurtosis that are much different than a normal distribution.

**When to Use the Jarque-Bera Test**

The Jarque-Bera Test is typically used for large datasets (n > 2000) in which other normality tests (like the Shapiro-Wilk test) are unreliable.

This is an appropriate test to use before you perform some analysis in which itâ€™s assumed that the dataset follows a normal distribution. A Jarque-Bera test can tell you whether or not this assumption is satisfied.