多元正态的两个均匀性检验
Two Uniform Tests for Detecting Non-multinormality
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摘要: 本文提出两个均匀性统计量用于检验多元正态性.该检验建立在多元正态分布的一个特征性质基础上.模拟研究和实例分析显示该均匀性统计量可以帮助解释来自已有正态性检验统计量的结论.Abstract: Based on a characterization for the multivariate normal distribution, we propose two uniform tests for detecting non-multinormality. Monte Carlo study and an analysis of a real data set show that the two uniform tests can help explain conclusions obtained from other existing tests of normality.