A GOODNESS OF FIT TEST FOR BIVARIATE NORMAL DISTRIBUTIONS.

Abstract

The paper is an investigation of a goodness of fit test for bivariate normal distributions. The test procedure is based on random linear functions of bivariate normal random variables. The test makes use of the maximum Kolmogorov D(M) statistic over the linear functions which are computed. An estimate of the distribution of M is obtained by computer simulation. No attempt is made to determine the power of the test. (Author)

Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1970
Accession Number
AD0709926

Entities

People

  • James Edward Miller

Organizations

  • Naval Postgraduate School

Tags

DTIC Thesaurus Topics

  • Computer Simulations
  • Computers
  • Goodness Of Fit Tests
  • Mathematics
  • Normal Distribution
  • Random Variables
  • Simulations
  • Simulators

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Mathematical Modeling and Probability Theory.