Title :
Testing multinormality based on generalized inverse
Author_Institution :
Sch. of Math. & Phys., North China Electr. Power Univ., Baoding, China
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;
Conference_Titel :
Electrical & Electronics Engineering (EEESYM), 2012 IEEE Symposium on
Conference_Location :
Kuala Lumpur
Print_ISBN :
978-1-4673-2363-5
DOI :
10.1109/EEESym.2012.6258588
