The verification of the multivariate normal distribution hypothesis in a one-sample model with the method of elimination of disturbing parameters

• Authors: Domański, Czesław , Wagner, Wiesław

Title variants

EN

Sprawdzenie hipotezy o wielowymiarowym rozkładzie normalnym w modelu jednej próby metodą eliminacji parametrów zakłócających

Abstracts

EN

In many statistical tasks a necessity of testing multivariate normality arises. In constructing multivariate normality tests there is a necessity of estimating unknown parameters ц and £ from a given sample. The parameters are regarded as disturbing parameters. The paper deals with some methods, by means of which unknown disturbing parameters are eliminated when the multivariate normality tests are applied. In particular, the following methods are stressed: randomization method, reduction methods and conditional interval probability transformation method.

Keywords

EN

multivariate normality test; randomization method; reduction method; conditional interval probability transformation method

• Publisher: Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
• Journal: Acta Universitatis Lodziensis. Folia Oeconomica
• Year: 1997
• Volume: 141

Dates

published

1997

Contributors

author

Domański, Czesław

author

Wagner, Wiesław

other

Czeslaw Domański, University of Łódź, Chair of Statistical Methods

other

Wiesław Wagner, Poznań, Department of Statistical and Information

Identifiers

URI

http://hdl.handle.net/11089/6240