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A JAVA program for the multivariate and tests and its application

✍ Scribed by Güvenç Arslan; İlknur Özmen

Book ID
104007211
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
440 KB
Volume
235
Category
Article
ISSN
0377-0427

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✦ Synopsis

program a b s t r a c t

The multivariate normality assumption is used in many multivariate statistical analyses. It is, therefore, important to assess the validity of this assumption. The main aim of this study is to develop a JAVA program for applying the recently developed Z p and C p test statistics. The application and results of the program are illustrated on two real data sets.

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An exact asymptotic formula for the tail probability of a multivariate normal distribution is derived. This formula is applied to establish two asymptotic results for the maximum deviation from the mean: the weak convergence to the Gumbel distribution of a normalized maximum deviation and the precis