This is most likely a dumb question, but why has the Jarque-Bera test of normality two degrees of freedom?
My initial thought was that the sum of two squared standard normals (i.e., skewness and kurtosis in this test) should have n-1 = 2-1 = 1 df. So, why has it two?
Any help is very appreciated.
The test is described here: Wikipedia link