| 多元正态的两个均匀性检验 |
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| 引用本文： | 杨振海.多元正态的两个均匀性检验[J].应用概率统计,2005,21(3):267-277. |
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| 作者姓名： | 杨振海 |
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| 作者单位： | 北京工业大学统计研究所,北京,100021 |
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| 基金项目： | This work was supported by a UNH 2003 Summer Faculty Fellowship ＆ Research Award. |
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| 摘 要： | 本文提出两个均匀性统计量用于检验多元正态性．该检验建立在多元正态分布的一个特征性质基础上，模拟研究和实例分析显示该均匀性统计量可以帮助解释来自已有正态性检验统计量的结论．
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| 关 键 词： | 多元正态性 模拟研究 球分布 t-分布 均匀性检验 |
| 收稿时间： | 2004.7.20. |
| 修稿时间： | 2004年7月20日 |
Two Uniform Tests for Detecting Non-multinormality |
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| Liang GuJuan;Pawel;Mensz;Yang ZheHai.Two Uniform Tests for Detecting Non-multinormality[J].Chinese Journal of Applied Probability and Statisties,2005,21(3):267-277. |
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| Authors: | Liang GuJuan;Pawel;Mensz;Yang ZheHai |
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| Abstract: | Based on a characterization for the multivariate normal distribution, we propose two uniform tests for detecting non-multinormality. Monte Carlo study and an analysis of a real data set show that the two uniform tests can help explain conclusions obtained from other existing tests of normality. |
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| Keywords: | Multinormality Monte Carlo study spherical distribution t-distribution uniform test |
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