THE CHI-SQUARE TEST OF GOODNESS OF FIT FOR A MULTIVARIATE NORMAL DISTRIBUTION.

Abstract

The Pearson Chi-Square Goodness of Fit Criterion for testing the null hypothesis 'The random sample is from a univariate normal parent population' is generalized for multivariate normal distributions to test the null hypothesis 'The random sample of N-dimensional observation vectors is from an N-dimensional multivariate normal parent population.' The basis of the formulation is the distribution of the quadratic form in the exponent of the hypothesized distribution. Application of the procedure is illustrated with a numerical example of experimental data from a weapon effectiveness study. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1967
Accession Number
AD0655628

Entities

People

  • Carl B. Bates

Organizations

  • Naval Surface Warfare Center Dahlgren Division

Tags

DTIC Thesaurus Topics

  • Chi Square Test
  • Computing-Related Activities
  • Data Science
  • Experimental Data
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Normal Distribution
  • Observation
  • Statistical Analysis
  • Statistical Samples
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Operations Research
  • Regression Analysis.