کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1147805 | 957798 | 2010 | 8 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: On the distributions of multivariate sample skewness On the distributions of multivariate sample skewness](/preview/png/1147805.png)
In this paper, we consider the multivariate normality test based on measure of multivariate sample skewness defined by Srivastava (1984). Srivastava derived asymptotic expectation up to the order N−1 for the multivariate sample skewness and approximate χ2χ2 test statistic, where N is sample size. Under normality, we derive another expectation and variance for Srivastava's multivariate sample skewness in order to obtain a better test statistic. From this result, improved approximate χ2χ2 test statistic using the multivariate sample skewness is also given for assessing multivariate normality. Finally, the numerical result by Monte Carlo simulation is shown in order to evaluate accuracy of the obtained expectation, variance and improved approximate χ2χ2 test statistic. Furthermore, upper and lower percentiles of χ2χ2 test statistic derived in this paper are compared with those of χ2χ2 test statistic derived by Mardia (1974) which is used multivariate sample skewness defined by Mardia (1970).
Journal: Journal of Statistical Planning and Inference - Volume 140, Issue 10, October 2010, Pages 2809–2816