Advances and Applications in Statistics
Volume 24, Issue 2, Pages 157 - 162
(October 2011)
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A CORRELATION TEST FOR BIVARIATE NORMALITY
H. F. Coronel-Brizio, A. R. Hernᮤez-Montoya and M. E. Rodrí§uez-Achach
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Abstract: 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. |
Keywords and phrases: goodness-of-fit, bivariate normality, correlation statistics. |
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