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Testing multinormality based on generalized inverse

机译:基于广义逆测试多重正态性

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摘要

Based on a characterization of multivariate normal distribution and the goodness-of-fit test for uniformity on the surface of a unit sphere, we present a new test for multivariate normal distribution. The new test possesses symmetry which improves on the combination tests based on the center of mass and the moment of inertia. The asymptotic chi-squared distribution of the test statistic is obtained, the test statistic has nice properties and it can be easily computed.
机译:基于多元正态分布的特征和单位球表面均匀性的拟合优度检验,我们提出了一种多元正态分布的新检验。新测试具有对称性,在基于质心和惯性矩的组合测试中得到了改进。获得了检验统计量的渐近卡方分布,检验统计量具有良好的性质,可以很容易地进行计算。

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