Financial Risk Manager Part 1
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The following data is collected for four distributions:
| Dataset | Skew | Kurtosis | T | JB |
|---|---|---|---|---|
| A | 0.85 | 3.00 | 50 | 5.90 |
| B | 0.85 | 3.00 | 51 | 6.02 |
| C | 0.35 | 3.35 | 125 | 3.16 |
| D | 0.35 | 3.35 | 250 | 6.35 |
Which of these datasets are likely (at the 95% confidence level, the chi-squared critical value is 5.99) to not be drawn from a normal distribution?