Accession Number : ADA118198

Title :   A Study of Foutz's Multivariate Goodness-of-Fit Test.

Descriptive Note : Master's thesis,

Corporate Author : NAVAL POSTGRADUATE SCHOOL MONTEREY CA

Personal Author(s) : Linhart,Richard John , Jr

PDF Url : ADA118198

Report Date : Mar 1982

Pagination or Media Count : 58

Abstract : The empirical power of a new multivariate goodness-of-fit test proposed by Foutz (1980) is investigated. The test has been applied to Monte Carlo samples from bivariate and trivariate normal distributions with a variety of mean vectors and covariance matrices. The null hyposthesis tested is that the sample is from a multi-variate normal distribution with 0 mean vector and covariance matrix the identity I. (Author)

Descriptors :   *Multivariate analysis, *Fitting functions(Mathematics), Normal distribution, Monte Carlo method, Statistical samples, Rejection, Detection, Replicas, Shifting, Mean, Vector analysis, Covariance, Matrices(Mathematics), Theses

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE