Goodness-of-fit tests for multivariate distributions

Sueruecue B.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.35, sa.7, ss.1319-1331, 2006 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 35 Sayı: 7
  • Basım Tarihi: 2006
  • Doi Numarası: 10.1080/03610920600628999
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.1319-1331
  • Anahtar Kelimeler: correlation, Fisher iris data, goodness-of-fit, kurtosis, multivariate normality, skewness, spacings, EMPIRICAL POWER, NORMALITY, STATISTICS, EXPONENTIALITY, SKEWNESS, KURTOSIS, SPACINGS
  • Orta Doğu Teknik Üniversitesi Adresli: Evet

Özet

We propose three new statistics, Z(p), C-p, and R-p for testing a p-variate (p >= 2) normal distribution and compare them with the prominent test statistics. We show that C-p is overall most powerful and is effective against skew, long-tailed as well as short-tailed symmetric alternatives. We show that Z(p) and R-p are most powerful against skew and long-tailed alternatives, respectively. The Z(p) and R-p statistics can also be used for testing an assumed p-variate nonnormal distribution.