JOURNAL BROWSE
Search
Advanced SearchSearch Tips
The Limit Distribution and Power of a Test for Bivariate Normality
facebook(new window)  Pirnt(new window) E-mail(new window) Excel Download
 Title & Authors
The Limit Distribution and Power of a Test for Bivariate Normality
Kim, Namhyun;
  PDF(new window)
 Abstract
Testing for normality has always been a center of practical and theoretical interest in statistical research. In this paper a test statistic for bivariate normality is proposed. The underlying idea is to investigate all the possible linear combinations that reduce to the standard normal distribution under the null hypothesis and compare the order statistics of them with the theoretical normal quantiles. The suggested statistic is invariant with respect to nonsingular matrix multiplication and vector addition. We show that the limit distribution of an approximation to the suggested statistic is represented as the supremum over an index set of the integral of a suitable Gaussian Process. We also simulate the null distribution of the statistic and give some critical values of the distribution and power results.
 Keywords
Bivariate normality;Gaussian process;goodness of fit tests;quantize processes;
 Language
English
 Cited by
 References
1.
Biometrika, 1978. vol.65. pp.263-272 crossref(new window)

2.
CBMS-NSF regional conference series in applied mathematics, 1983.

3.
Goodness-of-fit Techniques, 1986.

4.
South African Statistical Journal, 1972. vol.6. pp.135-149

5.
The Annals of Statistics, 1999. vol.27. pp.1230-1239 crossref(new window)

6.
Methods for statistical data analysis of multivariate observations, 1977.

7.
Communications in Statistics - Theory and Methods, 1990. vol.19. pp.3595-3617 crossref(new window)

8.
Journal of Statistical Computation and Simulation, 1992. vol.42. pp.21-38 crossref(new window)

9.
The Annals of Statistics, 1985. vol.13. pp.435-475 crossref(new window)

10.
한국통계학회논문집, 1997. vol.4. pp.863-879

11.
The Annals of Statistics, 1986. vol.14. pp.1497-1506 crossref(new window)

12.
Biometrika, 1983. vol.70. pp.713-718 crossref(new window)

13.
Journal of the American statistical Association, 1973. vol.68. pp.176-179 crossref(new window)

14.
Biometrika, 1970. vol.57. pp.519-530 crossref(new window)

15.
Sankhya, 1970. vol.A36. pp.115-128

16.
Applied Statistics, 1975. vol.24. pp.163-171 crossref(new window)

17.
In Handbook in Statistics, 1980. pp.279-320

18.
Communications in Statistics - Theory and Methods, 1983. vol.12. pp.207-221 crossref(new window)

19.
Journal of the American statistical Association, 1972. vol.67. pp.215-216 crossref(new window)

20.
Biometrika, 1965. vol.52. pp.591-611 crossref(new window)