DocumentCode
2849924
Title
Testing multinormality based on generalized inverse
Author
Su, Yan
Author_Institution
Sch. of Math. & Phys., North China Electr. Power Univ., Baoding, China
fYear
2012
fDate
24-27 June 2012
Firstpage
63
Lastpage
66
Abstract
Based on a characterization of multivariate normal distribution and the goodness-of-fit test for uniformity on the surface of a unit sphere, we present a new test for multivariate normal distribution. The new test possesses symmetry which improves on the combination tests based on the center of mass and the moment of inertia. The asymptotic chi-squared distribution of the test statistic is obtained, the test statistic has nice properties and it can be easily computed.
Keywords
statistical distributions; statistical testing; asymptotic chisquared distribution; generalized inverse; goodness-of-fit test; moment of inertia; multinormality testing; multivariate normal distribution characterization; statistical testing; unit sphere surface; Moore-Penrose inverse; asymptotic chi-squared statistic; multivariate normal distribution; spherical distribution;
fLanguage
English
Publisher
ieee
Conference_Titel
Electrical & Electronics Engineering (EEESYM), 2012 IEEE Symposium on
Conference_Location
Kuala Lumpur
Print_ISBN
978-1-4673-2363-5
Type
conf
DOI
10.1109/EEESym.2012.6258588
Filename
6258588
Link To Document