In article <tDza6.239027$[EMAIL PROTECTED]>,
Wendy <[EMAIL PROTECTED]> wrote:
>Hi,
>I'm looking for a test statistic for trivariate normality. Does anybody know
>such a test-statistic, respectively a book/website where I can find one ?
I can give you lots of test statistics, for none of which do
I know even the asymptotic distribution.
In n dimensions, let the sample {X_j} have mean vector m
and sample standard covariance matrix C = A*A'. Then
consider the sample averages of exp(i*t'*A^{-1}(X_j-m))
as a function of t. The maximum of the differences of
these averages from exp(-.5*t'*t) for |t| <= 1 is such
a test statistic.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
[EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558
=================================================================
Instructions for joining and leaving this list and remarks about
the problem of INAPPROPRIATE MESSAGES are available at
http://jse.stat.ncsu.edu/
=================================================================
