Advances and Applications in Statistics
Volume 19, Issue 1, Pages 39 - 48
(November 2010)
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A SIMPLE METHOD FOR ASSESSING BIVARIATE NORMALITY
Pejmon Sadri
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Abstract: There are currently three methods that are most commonly used to assess the bivariate normality of paired data. All three methods lose reliability and lack robustness when sample size is small. We show that our new method is capable of producing valid results even when the sample size is small. Furthermore, the method uses univariate methods for assessing normality, and therefore it is simple and easy to use. |
Keywords and phrases: probability plots, Q-Q plots, the radii and angles method, goodness of fit tests, maximum likelihood estimators, Cholesky decomposition. |
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