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Details for article 10 of 19 found articles
| Title: |
F-probability plot and its application to multivariate normality |
| Author: |
Ahn, Sung K. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 21 (1992) nr. 4 pages 997-1023 |
| Year: |
1992 |
| Contents: |
We introduce the squared jackknife distance of a multivariate observation and derive its finite sampling distribution when a random sample is taken from a multivariate normal distribution. Based on the finite sampling distribution of the squared jackknife distance we recommend the use of an F-probability plot for checking multivariate normality and the F-probability plot correlation coefficient and the F-probability plot intercept as numerical measures of detecting deviation from normality. We report empirical percentiles of the F-probability plot correlation coefficient and the F-probability plot intercept. We compare the powers of tests for multivariate normality based on the F-probability plot and based on the “usual” chi-square probability plot and conduct extensive power studies of the proposed numerical measures. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 10 of 19 found articles
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