A new test for multivariate normality based on probability plots

Last updated 30th Jun 2017
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A pinboard by Mbanefo Madukaife

Lecturer, University of Nigeria, Nsukka

PINBOARD SUMMARY

A simple but highly competitive method of testing the assumption of multivariate normality

Oftentimes, a multivariate data set, which is made up of n independent data points in d variables, is assumed to have been obtained as a random sample from a multivariate distribution. For a good n...