Tests for multivariate normality with pearson alternatives
- 1 January 1983
- journal article
- research article
- Published by Informa UK Limited in Communications in Statistics - Theory and Methods
- Vol. 12 (1), 103-117
- https://doi.org/10.1080/03610928308828444
Abstract
We consider a multivariate Pearson family of distributions. Certain parametric restrictions lead to the multivariate normal distribution. Using this fact we propose a number of asymptotically efficient tests. Through Monte Carlo experiments these tests are compared with some of the existing test procedures. A table is provided from which finite-sample critical points can be obtained.Keywords
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