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Jarque-Bera Normality Test

Easy · statistical_analysis · Quant Researcher interview question · statistics, normality-test, skewness, kurtosis, hypothesis-testing

The Jarque-Bera test is a goodness-of-fit test that determines if sample data has skewness and kurtosis matching a normal distribution. In quantitative finance, it is used to pre-screen asset return or model residual distributions for non-Gaussian tail risk before applying models that assume normality. The test statistic aggregates sample skewness and excess kurtosis into a single chi-squared measure. Task Implement solution(returns: list) -> list to compute the Jarque-Bera (JB) test statistic.