Properties of a Multivariate Goodness-of-Fit Test.

Abstract

In an earlier paper the authors compared the Foutz test with the Chi-square and Kolmogorov-Smirnov test. The results indicated that the Foutz test is more powerful in detecting certain characteristics than the other two tests. This paper deals with the performance of the test when fitting multivariate distributions. More specifically the power of the test when fitting bivariate and trivariate normal distributions for various choices of the mean vector and the covariance matrix is investigated. In the second section is presented a brief description of the Foutz test; a discussion of the simulation procedure is in the third section and the results of the simulation are in the final section.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1982
Accession Number
ADA121519

Entities

People

  • Richard Franke
  • Toke Jayachandran

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • California
  • Cartesian Coordinates
  • Computations
  • Coordinate Systems
  • Covariance
  • Data Science
  • Distribution Functions
  • Goodness Of Fit Tests
  • Identities
  • Information Science
  • Mathematical Analysis
  • Mathematics
  • Normal Distribution
  • Permutations
  • Probability
  • Statistical Analysis
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Business Analytics
  • Statistical inference.