The Jarque-Bera test of normality.
Each output returned has 1 dimension fewer than data
The Jarque-Bera test statistic tests the null that the data is normally distributed against an alternative that the data follow some other distribution. The test statistic is based on two moments of the data, the skewness, and the kurtosis, and has an asymptotic \(\chi^2_2\) distribution.
The test statistic is defined\[JB = n(S^2/6+(K-3)^2/24)\]
where n is the number of data points, S is the sample skewness, and K is the sample kurtosis of the data.