• Corpus ID: 191141365

A new affine invariant test for multivariate normality based on beta probability plots

@inproceedings{Madukaife2017ANA,
title={A new affine invariant test for multivariate normality based on beta probability plots},
author={Mbanefo S. Madukaife},
year={2017}
}
A new technique for assessing multivariate normality (MVN) is proposed in this work based on a beta transform of the multivariate normal data set. The statistic is the sum of interpoint squared distances between an ordered set of the transformed observations and the set of the beta population pth quantiles. We showed that the statistic is affine invariant. The critical values of the test were evaluated for different sample sizes and different random vector dimensions through extensive…
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