Properties of a multivariate goodness-of-fit test
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Author
Contributions
- Franke, Richard H. - Contributor
- Naval Postgraduate School (U.S.) - Contributor
Publication
1982 - Naval Postgraduate School, Monterey, California, California
Language
English
Word Count
4,750 words, Guess
Page Count
19 pages
Identifiers
- Internet Archivepropertiesofmult00jaya
- OCLC Control Number471821724
- Open LibraryOL25488347M
Description
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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