LBI TESTS FOR MULTIVARIATE NORMALITY IN EXPONENTIAL POWER DISTRIBUTIONS

被引：14

作者：

KUWANA, Y

KARIYA, T

机构：

[1] STANFORD UNIV,STANFORD,CA 94305

[2] UNIV CHICAGO,CHICAGO,IL 60637

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1991年 / 39卷 / 01期

关键词：

LOCALLY BEST INVARIANT TEST; TEST FOR NORMALITY; MULTIVARIATE EXPONENTIAL POWER DISTRIBUTION;

D O I：

10.1016/0047-259X(91)90009-Q

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In the class of multivariate exponential power distributions, we derive LBI (locally best invariant) tests for normality in the two cases: (i) mean vector μ is known and (ii) μ is unknown. In the case (i), the null and nonnull asymptotic distributions of the test statistic are derived. In the case (ii) the asymptotic properties of the LBI test remain open because of a technical difficulty. However, the null distribution of a modified test is derived. A Monte Carlo study on the percentage points of the tests is made. © 1991.

引用

页码：117 / 134

页数：18

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