In article <[EMAIL PROTECTED]>,
gus gassmann <[EMAIL PROTECTED]> wrote:
>Wendy 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 ?
>> Thanks !
>> Wendy
>If you transform the components to independence (using the Choleski factor
>of the covariance matrix, for instance) and scale each individually, the sum of
>squares of the three N(0,1) components behave like a chi-squared with
>3 degrees of freedom. Then perform a goodness of fit test.
The sum of squares of the coefficients will be the same constant
independent of the data. This tests nothing.
--
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
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