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

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)

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1982
Accession Number
ADA118198

Entities

People

  • Richard John Linhart Jr

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Cartesian Coordinates
  • Covariance
  • Data Science
  • Distribution Functions
  • Goodness Of Fit Tests
  • Identities
  • Information Science
  • Mathematics
  • Normal Distribution
  • Operations Research
  • Probability
  • Rejection
  • Schools
  • Statistical Algorithms
  • Statistical Analysis
  • United States
  • United States Naval Academy

Fields of Study

  • Mathematics

Readers

  • Statistical inference.