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Tests for multivariate normality with pearson alternatives

1983; Taylor & Francis; Volume: 12; Issue: 1 Linguagem: Inglês

10.1080/03610928308828444

1532-415X

Anil K. Bera, S. John,

Probabilistic and Robust Engineering Design

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.