A CORRELATION TEST FOR BIVARIATE NORMALITY

被引：0
|
作者：
Coronel-Brizio, H. F. [1 ]
Hernandez-Montoya, A. R. [1 ]
Rodriguez-Achach, M. E. [1 ]
机构：
[1] Univ Veracruzana, Fac Fis & Inteligencia Artificial, Xalapa, Veracruz, Mexico
来源：
ADVANCES AND APPLICATIONS IN STATISTICS | 2011年 / 24卷 / 02期
关键词：
goodness-of-fit; bivariate normality; correlation statistics;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Roy's union-intersection principle can be applied to construct a test of multivariate normality based on any test statistic used for the univariate case. In this paper, the maximum correlation test statistic is shown to be useful for testing multivariate normality. The technique is illustrated by considering a test for bivariate normality.
引用
收藏
页码：157 / 162
页数：6
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